+151.8%
ACN vs DPZ
+134.3%
+17.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | -2.5% | -3.3% | -5.1% |
| 30D | +17.0% | +12.5% | +4.5% | +13.4% |
| 3M | +39.9% | -5.2% | +45.1% | +41.7% |
| 6M | +50.2% | +8.8% | +41.4% | +47.0% |
| YTD | -4.2% | -18.7% | +14.5% | +0.3% |
| 1Y | +4.3% | -15.7% | +20.0% | +8.3% |
| 3Y | -17.1% | -7.5% | -9.6% | -17.4% |
| 5Y | -26.5% | -30.1% | +3.6% | -23.3% |
| All | +151.8% | +134.3% | +17.5% | +115.7% |
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