+155.0%
DPZ vs ALLE
+144.1%
+10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -7.0% | -6.8% | -0.2% | -5.3% |
| 3M | +11.6% | +21.0% | -9.4% | +6.2% |
| 6M | -15.2% | +1.1% | -16.3% | -15.8% |
| YTD | -17.2% | -0.5% | -16.7% | -17.7% |
| 1Y | -24.8% | -7.3% | -17.6% | -24.0% |
| 3Y | -8.7% | +42.3% | -50.9% | -17.8% |
| 5Y | -28.9% | +13.5% | -42.4% | -34.5% |
| All | +155.0% | +144.1% | +10.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling