-28.0%
DPZ vs ACWI
+62.2%
-90.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +4.3% |
| 7D | +10.1% | -0.5% | +10.6% | +10.4% |
| 30D | +14.6% | -1.6% | +16.2% | +15.8% |
| 3M | -6.8% | -1.3% | -5.4% | -6.0% |
| 6M | +4.4% | +5.8% | -1.5% | -0.5% |
| YTD | -16.8% | +12.7% | -29.6% | -24.6% |
| 1Y | -14.5% | +15.0% | -29.5% | -23.7% |
| 3Y | -1.1% | +77.5% | -78.7% | -38.2% |
| 5Y | -28.0% | +61.9% | -89.8% | -51.0% |
| All | -28.0% | +62.2% | -90.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling