+5,622.1%
DPZ vs ACGL
+2,192.0%
+3,430.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -7.0% | -1.0% | -6.0% | -6.6% |
| 3M | +11.6% | +11.0% | +0.6% | +7.2% |
| 6M | -15.2% | -0.3% | -14.8% | -15.2% |
| YTD | -17.2% | +2.3% | -19.5% | -18.3% |
| 1Y | -24.8% | +6.4% | -31.2% | -27.0% |
| 3Y | -8.7% | +34.0% | -42.6% | -20.8% |
| 5Y | -28.9% | +161.6% | -190.6% | -54.4% |
| 10Y | +153.6% | +278.6% | -125.0% | +16.2% |
| All | +5,622.1% | +2,192.0% | +3,430.1% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling