+21.5%
ALNY vs DPZ
-14.0%
+35.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -6.4% | -8.6% | +2.1% | -4.3% |
| 30D | +11.9% | -11.2% | +23.1% | +15.2% |
| 3M | -15.0% | +1.4% | -16.4% | -14.8% |
| 6M | -23.2% | -19.9% | -3.3% | -19.2% |
| YTD | -37.8% | -23.0% | -14.7% | -34.0% |
| 1Y | -47.3% | -28.2% | -19.0% | -43.1% |
| All | +21.5% | -14.0% | +35.5% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling