-27.5%
DPZ vs ALC
-11.2%
-16.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.4% |
| 7D | +6.6% | +4.9% | +1.7% | +4.9% |
| 30D | +10.3% | +19.0% | -8.7% | +4.2% |
| 3M | -6.2% | +7.8% | -13.9% | -8.5% |
| 6M | +4.2% | +14.6% | -10.3% | -0.4% |
| YTD | -18.4% | -4.4% | -14.0% | -17.9% |
| 1Y | -14.9% | +1.4% | -16.3% | -16.2% |
| 3Y | -4.6% | +2.5% | -7.1% | -8.9% |
| All | -27.5% | -11.2% | -16.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling