+465.0%
DPZ vs ALLY
+124.8%
+340.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | +3.7% | -6.2% | -3.1% |
| 30D | -7.0% | -2.3% | -4.7% | -6.6% |
| 3M | +11.6% | +3.8% | +7.8% | +10.9% |
| 6M | -15.2% | +9.7% | -24.9% | -16.6% |
| YTD | -17.2% | -1.4% | -15.8% | -17.4% |
| 1Y | -24.8% | +8.2% | -33.1% | -26.2% |
| 3Y | -8.7% | +66.5% | -75.1% | -17.2% |
| 5Y | -28.9% | +1.2% | -30.1% | -32.6% |
| 10Y | +153.6% | +191.4% | -37.8% | +98.5% |
| All | +465.0% | +124.8% | +340.1% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling