-24.8%
DPZ vs ALC
-10.2%
-14.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -2.5% | -2.1% | -0.5% | -2.0% |
| 30D | -7.0% | -0.1% | -6.9% | -6.9% |
| 3M | +11.6% | +5.9% | +5.7% | +10.1% |
| 6M | -15.2% | -15.9% | +0.8% | -12.5% |
| YTD | -17.2% | -10.1% | -7.1% | -15.8% |
| 1Y | -24.8% | -10.2% | -14.6% | -24.2% |
| All | -24.8% | -10.2% | -14.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling