-0.6%
DPZ vs ACI
+31.1%
-31.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +3.7% | -5.9% | +9.6% | +4.6% |
| 30D | +8.0% | +7.2% | +0.8% | +6.9% |
| 3M | -4.2% | +8.8% | -13.0% | -5.4% |
| 6M | +4.6% | -17.2% | +21.8% | +6.5% |
| YTD | -18.4% | -21.3% | +2.8% | -16.4% |
| 1Y | -16.8% | -23.7% | +7.0% | -14.4% |
| 3Y | -5.0% | -32.8% | +27.8% | -1.2% |
| 5Y | -27.8% | -41.4% | +13.6% | -25.4% |
| All | -0.6% | +31.1% | -31.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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