-7.8%
DPZ vs ACI
-31.8%
+24.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -3.5% | -5.3% | +1.8% | -2.5% |
| 30D | +5.7% | +5.0% | +0.7% | +4.6% |
| 3M | -7.5% | +7.5% | -15.0% | -8.9% |
| 6M | +6.2% | -16.0% | +22.2% | +9.0% |
| YTD | -19.8% | -20.6% | +0.9% | -16.8% |
| 1Y | -18.0% | -23.5% | +5.6% | -14.1% |
| All | -7.8% | -31.8% | +24.0% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling