+1.6%
DPZ vs ACI
+34.5%
-32.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +9.5% | +3.5% | +6.0% | +9.0% |
| 30D | +12.8% | +16.8% | -4.0% | +10.3% |
| 3M | -6.2% | +13.1% | -19.4% | -7.9% |
| 6M | +4.3% | -15.6% | +19.9% | +5.9% |
| YTD | -16.6% | -19.2% | +2.6% | -14.9% |
| 1Y | -12.8% | -20.7% | +7.8% | -10.8% |
| 3Y | -0.8% | -33.4% | +32.5% | +3.2% |
| 5Y | -25.8% | -41.7% | +15.9% | -23.7% |
| All | +1.6% | +34.5% | -32.8% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling