-27.8%
AAL vs DPZ
+3,308.0%
-3,335.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.2% |
| 7D | -3.7% | -2.5% | -1.2% | -2.4% |
| 30D | -20.8% | -7.0% | -13.8% | -17.7% |
| 3M | -1.3% | +11.6% | -12.9% | -8.0% |
| 6M | +5.4% | -15.2% | +20.6% | +13.8% |
| YTD | -14.4% | -17.2% | +2.9% | -6.7% |
| 1Y | +2.1% | -24.8% | +26.9% | +16.7% |
| 3Y | -10.6% | -8.7% | -1.9% | -12.4% |
| 5Y | -32.2% | -28.9% | -3.3% | -26.6% |
| 10Y | -62.7% | +153.6% | -216.3% | -86.4% |
| All | -27.8% | +3,308.0% | -3,335.8% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling