+128.9%
DPZ vs ALM
+1,978.4%
-1,849.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.8% | +0.4% |
| 7D | +9.5% | -14.5% | +24.0% | +9.8% |
| 30D | +12.8% | -39.0% | +51.8% | +13.6% |
| 3M | -6.2% | -40.3% | +34.0% | -5.6% |
| 6M | +4.3% | -60.3% | +64.6% | +5.5% |
| YTD | -16.6% | -9.8% | -6.8% | -17.3% |
| 1Y | -12.8% | +30.8% | -43.6% | -14.4% |
| 3Y | -0.8% | +772.4% | -773.3% | -7.6% |
| 5Y | -25.8% | +390.7% | -416.5% | -30.6% |
| All | +128.9% | +1,978.4% | -1,849.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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