-59.6%
ACHR vs DPZ
-6.7%
-52.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.5% | -9.5% | -8.0% |
| 7D | -9.2% | +2.2% | -11.5% | -10.2% |
| 30D | -1.0% | +15.5% | -16.5% | -7.4% |
| 3M | -42.2% | -2.0% | -40.2% | -42.1% |
| 6M | -38.2% | +12.1% | -50.3% | -42.5% |
| YTD | -46.4% | -16.6% | -29.8% | -43.0% |
| 1Y | -49.4% | -14.6% | -34.8% | -46.8% |
| 3Y | -22.5% | -4.1% | -18.4% | -22.7% |
| 5Y | -29.8% | -28.3% | -1.5% | -22.2% |
| All | -59.6% | -6.7% | -52.9% | -60.8% |
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 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