+400.4%
ALAB vs DPZ
-20.6%
+421.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +9.7% |
| 7D | +7.2% | -2.5% | +9.8% | +7.2% |
| 30D | -2.5% | -7.0% | +4.4% | -2.4% |
| 3M | -13.3% | +11.6% | -24.9% | -14.6% |
| 6M | +172.8% | -15.2% | +188.0% | +188.3% |
| YTD | +86.6% | -17.2% | +103.8% | +98.4% |
| 1Y | +65.2% | -24.8% | +90.0% | +81.5% |
| All | +400.4% | -20.6% | +421.0% | +448.9% |
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