-63.4%
ALB vs DPZ
-28.5%
-34.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.2% |
| 7D | -5.8% | +2.2% | -8.0% | -6.5% |
| 30D | -4.5% | +15.5% | -20.0% | -9.1% |
| 3M | -28.1% | -2.0% | -26.1% | -27.8% |
| 6M | -53.2% | +12.1% | -65.3% | -55.5% |
| YTD | -33.3% | -16.6% | -16.7% | -29.8% |
| 1Y | -17.4% | -14.6% | -2.9% | -14.0% |
| 3Y | -14.1% | -4.1% | -10.0% | -14.7% |
| All | -63.4% | -28.5% | -34.8% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling