+74.0%
ALB vs DPZ
+154.5%
-80.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -8.1% | -2.5% | -5.5% | -7.4% |
| 30D | +6.3% | -7.0% | +13.2% | +8.1% |
| 3M | -23.6% | +11.6% | -35.2% | -26.3% |
| 6M | -24.6% | -15.2% | -9.4% | -22.0% |
| YTD | -10.3% | -17.2% | +7.0% | -6.6% |
| 1Y | +61.5% | -24.8% | +86.3% | +72.8% |
| 3Y | -34.0% | -8.7% | -25.3% | -33.2% |
| 5Y | -44.6% | -28.9% | -15.7% | -41.7% |
| All | +74.0% | +154.5% | -80.5% | +25.6% |
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