-4.0%
DPZ vs ABCL
-81.3%
+77.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | -7.0% | +93.1% | -100.0% | -10.8% |
| 3M | +11.6% | +79.4% | -67.8% | +7.0% |
| 6M | -15.2% | +214.9% | -230.0% | -22.0% |
| YTD | -17.2% | +234.2% | -251.5% | -24.6% |
| 1Y | -24.8% | +174.8% | -199.6% | -31.1% |
| 3Y | -8.7% | +104.5% | -113.1% | -16.8% |
| 5Y | -28.9% | -39.0% | +10.1% | -33.0% |
| All | -4.0% | -81.3% | +77.3% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling