-28.0%
DPZ vs ALK
-28.8%
+0.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.8% | -3.3% | +3.9% |
| 7D | +10.1% | +12.4% | -2.3% | +7.8% |
| 30D | +14.6% | +2.1% | +12.5% | +14.0% |
| 3M | -6.8% | -23.9% | +17.1% | -2.6% |
| 6M | +4.4% | +8.2% | -3.8% | +1.9% |
| YTD | -16.8% | -20.5% | +3.6% | -15.2% |
| 1Y | -14.5% | -1.0% | -13.4% | -16.6% |
| 3Y | -1.1% | +19.2% | -20.3% | -11.1% |
| 5Y | -28.0% | -28.2% | +0.3% | -29.5% |
| All | -28.0% | -28.8% | +0.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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