-25.8%
DPZ vs ALC
-8.7%
-17.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +9.5% | +7.6% | +1.9% | +6.8% |
| 30D | +12.8% | +21.1% | -8.3% | +5.9% |
| 3M | -6.2% | +8.5% | -14.7% | -8.8% |
| 6M | +4.3% | +2.8% | +1.4% | +2.7% |
| YTD | -16.6% | -2.4% | -14.2% | -16.7% |
| 1Y | -12.8% | +3.5% | -16.3% | -14.8% |
| 3Y | -0.8% | +4.2% | -5.0% | -5.8% |
| 5Y | -25.8% | -9.0% | -16.8% | -26.6% |
| All | -25.8% | -8.7% | -17.1% | -26.6% |
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