+3,615.7%
ALNY vs DPZ
+5,326.0%
-1,710.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +5.7% | -1.5% | +7.1% | +6.3% |
| 30D | +18.7% | -4.4% | +23.1% | +20.4% |
| 3M | -11.0% | +7.6% | -18.6% | -13.3% |
| 6M | -18.9% | -16.9% | -1.9% | -14.1% |
| YTD | -34.6% | -18.6% | -16.0% | -30.4% |
| 1Y | -42.8% | -26.7% | -16.2% | -37.2% |
| 3Y | +29.1% | -9.3% | +38.4% | +28.8% |
| 5Y | +39.6% | -31.0% | +70.6% | +50.0% |
| 10Y | +253.8% | +152.4% | +101.4% | +121.3% |
| All | +3,615.7% | +5,326.0% | -1,710.3% | +637.5% |
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 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