+124.0%
DPZ vs ALLY
+189.4%
-65.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +6.6% | +0.9% | +5.6% | +6.4% |
| 30D | +10.3% | +3.1% | +7.2% | +9.8% |
| 3M | -6.2% | -12.6% | +6.4% | -4.2% |
| 6M | +4.2% | -12.4% | +16.7% | +6.2% |
| YTD | -18.4% | -13.2% | -5.2% | -17.0% |
| 1Y | -14.9% | +1.8% | -16.8% | -15.6% |
| 3Y | -4.6% | +58.0% | -62.6% | -12.5% |
| 5Y | -27.4% | -8.4% | -19.0% | -30.0% |
| All | +124.0% | +189.4% | -65.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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