-14.5%
DPZ vs ACGL
+28.7%
-43.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.8% | +4.1% |
| 7D | +10.1% | +8.0% | +2.1% | +6.1% |
| 30D | +14.6% | +17.3% | -2.7% | +6.3% |
| 3M | -6.8% | +11.2% | -18.0% | -11.3% |
| 6M | +4.4% | +18.2% | -13.8% | -2.8% |
| YTD | -16.8% | +15.4% | -32.2% | -22.0% |
| 1Y | -14.5% | +26.5% | -41.0% | -25.8% |
| All | -14.5% | +28.7% | -43.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling