+1,391.9%
ACN vs DPZ
+5,341.2%
-3,949.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +0.9% | +6.6% | -5.7% | -0.7% |
| 30D | +33.5% | +10.3% | +23.3% | +30.4% |
| 3M | +53.5% | -6.2% | +59.6% | +55.6% |
| 6M | +52.2% | +4.2% | +48.0% | +50.8% |
| YTD | -0.1% | -18.4% | +18.3% | +4.4% |
| 1Y | +11.0% | -14.9% | +26.0% | +15.0% |
| 3Y | -11.8% | -4.6% | -7.2% | -12.5% |
| 5Y | -22.8% | -27.4% | +4.6% | -19.5% |
| 10Y | +162.4% | +125.9% | +36.5% | +103.4% |
| All | +1,391.9% | +5,341.2% | -3,949.3% | +431.7% |
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 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