-28.8%
DPZ vs ALC
-16.0%
-12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | -2.5% | -2.1% | -0.5% | -1.9% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | +11.6% | +5.9% | +5.7% | +9.6% |
| 6M | -15.2% | -15.9% | +0.8% | -10.9% |
| YTD | -17.2% | -10.1% | -7.1% | -15.1% |
| 1Y | -24.8% | -10.2% | -14.6% | -23.0% |
| 3Y | -8.7% | -13.6% | +4.9% | -7.1% |
| All | -28.8% | -16.0% | -12.9% | -29.8% |
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