+128.9%
DPZ vs ACGL
+351.1%
-222.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +9.5% | +6.4% | +3.1% | +8.2% |
| 30D | +12.8% | +16.6% | -3.8% | +9.5% |
| 3M | -6.2% | +11.6% | -17.8% | -8.2% |
| 6M | +4.3% | +17.5% | -13.2% | +1.1% |
| YTD | -16.6% | +15.3% | -31.9% | -18.9% |
| 1Y | -12.8% | +26.3% | -39.1% | -16.7% |
| 3Y | -0.8% | +35.9% | -36.8% | -6.7% |
| 5Y | -25.8% | +168.2% | -194.0% | -38.1% |
| All | +128.9% | +351.1% | -222.2% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling