+1,352.7%
ACN vs DPZ
+5,248.7%
-3,896.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -4.0% | -3.5% | -0.5% | -3.2% |
| 30D | +19.0% | +5.7% | +13.3% | +17.4% |
| 3M | +42.2% | -7.5% | +49.7% | +44.7% |
| 6M | +50.1% | +6.2% | +43.9% | +48.1% |
| YTD | -2.7% | -19.8% | +17.0% | +2.1% |
| 1Y | +7.6% | -18.0% | +25.6% | +12.3% |
| 3Y | -15.9% | -8.8% | -7.1% | -15.6% |
| 5Y | -24.4% | -30.2% | +5.8% | -20.4% |
| 10Y | +151.4% | +132.0% | +19.4% | +93.8% |
| All | +1,352.7% | +5,248.7% | -3,896.0% | +419.9% |
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