+130.2%
DPZ vs ALLY
+200.4%
-70.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.6% | +4.9% |
| 7D | +10.1% | +2.4% | +7.7% | +9.7% |
| 30D | +14.6% | +5.6% | +9.0% | +13.7% |
| 3M | -6.8% | -11.7% | +4.9% | -5.0% |
| 6M | +4.4% | -7.0% | +11.4% | +5.4% |
| YTD | -16.8% | -10.4% | -6.4% | -15.8% |
| 1Y | -14.5% | +2.4% | -16.8% | -15.2% |
| 3Y | -1.1% | +59.2% | -60.3% | -9.4% |
| 5Y | -28.0% | -5.0% | -23.0% | -30.9% |
| 10Y | +130.2% | +204.5% | -74.2% | +107.4% |
| All | +130.2% | +200.4% | -70.2% | +107.4% |
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