-7.2%
DPZ vs AAOX
-93.5%
+86.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.9% | +13.6% | -1.6% |
| 7D | +2.2% | -48.3% | +50.4% | +0.8% |
| 30D | +6.7% | -84.3% | +91.0% | +2.8% |
| 3M | -4.5% | -91.4% | +86.9% | -8.4% |
| 6M | +3.3% | -96.3% | +99.6% | -0.8% |
| All | -7.2% | -93.5% | +86.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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