-3.9%
DPZ vs AAOX
-93.8%
+89.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -41.8% | +42.0% | -0.9% |
| 7D | +9.5% | -68.8% | +78.3% | +6.8% |
| 30D | +12.8% | -89.7% | +102.5% | +7.7% |
| 3M | -6.2% | -91.4% | +85.1% | -10.1% |
| 6M | +4.3% | -97.7% | +101.9% | +0.4% |
| All | -3.9% | -93.8% | +89.8% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling