-8.4%
DPZ vs ALLY
+63.1%
-71.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | +3.7% | -6.2% | -3.2% |
| 30D | -7.0% | -2.3% | -4.7% | -6.6% |
| 3M | +11.6% | +3.8% | +7.8% | +10.8% |
| 6M | -15.2% | +9.7% | -24.9% | -16.8% |
| YTD | -17.2% | -1.4% | -15.8% | -17.4% |
| 1Y | -24.8% | +8.2% | -33.1% | -26.5% |
| All | -8.4% | +63.1% | -71.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling