+130.2%
DPZ vs ALLE
+241.9%
-111.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.7% | +5.0% |
| 7D | +10.1% | +6.7% | +3.4% | +8.3% |
| 30D | +14.6% | +25.4% | -10.8% | +7.9% |
| 3M | -6.8% | +16.9% | -23.7% | -10.6% |
| 6M | +4.4% | +46.6% | -42.2% | -5.7% |
| YTD | -16.8% | +22.4% | -39.2% | -21.8% |
| 1Y | -14.5% | +17.7% | -32.2% | -18.7% |
| 3Y | -1.1% | +96.3% | -97.5% | -18.0% |
| 5Y | -28.0% | +57.4% | -85.4% | -38.4% |
| 10Y | +130.2% | +241.0% | -110.8% | +66.3% |
| All | +130.2% | +241.9% | -111.7% | +66.3% |
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