+124.0%
DPZ vs ALLE
+222.4%
-98.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | +6.6% | -0.6% | +7.1% | +6.7% |
| 30D | +10.3% | +25.3% | -15.1% | +3.9% |
| 3M | -6.2% | +10.3% | -16.4% | -8.7% |
| 6M | +4.2% | +38.0% | -33.8% | -4.3% |
| YTD | -18.4% | +17.8% | -36.2% | -22.5% |
| 1Y | -14.9% | +13.6% | -28.5% | -18.4% |
| 3Y | -4.6% | +89.2% | -93.8% | -20.2% |
| 5Y | -27.4% | +51.1% | -78.5% | -37.3% |
| All | +124.0% | +222.4% | -98.5% | +62.5% |
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