-65.4%
AAL vs DPZ
+125.0%
-190.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +8.3% | +3.7% | +4.6% | +7.4% |
| 30D | +11.0% | +8.0% | +2.9% | +9.1% |
| 3M | -11.2% | -4.2% | -7.0% | -10.5% |
| 6M | +6.1% | +4.6% | +1.5% | +4.8% |
| YTD | -7.6% | -18.4% | +10.8% | -4.2% |
| 1Y | +3.7% | -16.8% | +20.5% | +7.0% |
| 3Y | +20.5% | -5.0% | +25.5% | +20.5% |
| 5Y | -36.4% | -27.8% | -8.6% | -35.1% |
| 10Y | -65.4% | +121.1% | -186.5% | -74.1% |
| All | -65.4% | +125.0% | -190.5% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling