+128.9%
DPZ vs ALLE
+225.5%
-96.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.0% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +12.8% | +20.6% | -7.8% | +7.3% |
| 3M | -6.2% | +11.4% | -17.6% | -9.0% |
| 6M | +4.3% | +42.5% | -38.3% | -5.1% |
| YTD | -16.6% | +18.9% | -35.5% | -21.0% |
| 1Y | -12.8% | +14.2% | -27.0% | -16.5% |
| 3Y | -0.8% | +90.7% | -91.5% | -17.2% |
| 5Y | -25.8% | +52.5% | -78.3% | -36.0% |
| All | +128.9% | +225.5% | -96.6% | +65.7% |
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