-28.8%
DPZ vs ALLE
+13.7%
-42.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -7.0% | -6.8% | -0.2% | -4.7% |
| 3M | +11.6% | +21.0% | -9.4% | +4.3% |
| 6M | -15.2% | +1.1% | -16.3% | -16.0% |
| YTD | -17.2% | -0.5% | -16.7% | -18.0% |
| 1Y | -24.8% | -7.3% | -17.6% | -23.6% |
| 3Y | -8.7% | +42.3% | -50.9% | -22.3% |
| All | -28.8% | +13.7% | -42.6% | -39.6% |
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