-2.5%
DPZ vs ALHC
+25.6%
-28.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.4% |
| 7D | +9.5% | -6.2% | +15.7% | +9.6% |
| 30D | +12.8% | -9.7% | +22.5% | +13.0% |
| 3M | -6.2% | -44.7% | +38.5% | -5.4% |
| 6M | +4.3% | -58.7% | +63.0% | +5.5% |
| YTD | -16.6% | -61.7% | +45.1% | -15.6% |
| 1Y | -12.8% | -55.7% | +42.9% | -11.8% |
| All | -2.5% | +25.6% | -28.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling