-12.8%
DPZ vs ALLY
+0.9%
-13.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +9.5% | -1.1% | +10.6% | +9.6% |
| 30D | +12.8% | +4.2% | +8.6% | +12.0% |
| 3M | -6.2% | -12.4% | +6.2% | -4.8% |
| 6M | +4.3% | -8.7% | +12.9% | +5.4% |
| YTD | -16.6% | -11.6% | -5.0% | -16.0% |
| 1Y | -12.8% | +0.2% | -13.0% | -14.1% |
| All | -12.8% | +0.9% | -13.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling