-28.0%
DPZ vs ALLE
+58.3%
-86.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.7% | +4.8% |
| 7D | +10.1% | +6.7% | +3.4% | +7.6% |
| 30D | +14.6% | +25.4% | -10.8% | +5.5% |
| 3M | -6.8% | +16.9% | -23.7% | -12.0% |
| 6M | +4.4% | +46.6% | -42.2% | -9.3% |
| YTD | -16.8% | +22.4% | -39.2% | -23.6% |
| 1Y | -14.5% | +17.7% | -32.2% | -20.3% |
| 3Y | -1.1% | +96.3% | -97.5% | -26.1% |
| 5Y | -28.0% | +57.4% | -85.4% | -42.4% |
| All | -28.0% | +58.3% | -86.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling