-3.5%
DPZ vs ABCL
-79.9%
+76.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.4% |
| 7D | +10.1% | -10.0% | +20.1% | +10.6% |
| 30D | +14.6% | -10.9% | +25.5% | +15.1% |
| 3M | -6.8% | +101.6% | -108.4% | -11.0% |
| 6M | +4.4% | +167.5% | -163.2% | -2.9% |
| YTD | -16.8% | +259.1% | -275.9% | -24.7% |
| 1Y | -14.5% | +152.2% | -166.6% | -20.7% |
| 3Y | -1.1% | +161.3% | -162.4% | -11.7% |
| 5Y | -28.0% | -29.3% | +1.3% | -32.5% |
| All | -3.5% | -79.9% | +76.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling