+960.9%
ACN vs DPZ
+5,417.8%
-4,456.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | +9.4% | -7.0% | +16.3% | +11.2% |
| 3M | +5.6% | +11.6% | -6.0% | +3.0% |
| 6M | -9.3% | -15.2% | +5.9% | -5.8% |
| YTD | -29.0% | -17.2% | -11.7% | -26.0% |
| 1Y | -24.7% | -24.8% | +0.2% | -19.7% |
| 3Y | -39.8% | -8.7% | -31.2% | -39.7% |
| 5Y | -40.9% | -28.9% | -12.0% | -38.2% |
| 10Y | +91.1% | +153.6% | -62.5% | +44.2% |
| All | +960.9% | +5,417.8% | -4,456.9% | +277.0% |
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