+138.9%
DPZ vs ALM
+1,942.8%
-1,803.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.5% |
| 7D | -2.5% | -4.0% | +1.6% | -2.4% |
| 30D | +12.5% | -30.5% | +43.0% | +13.1% |
| 3M | -5.2% | -46.9% | +41.7% | -4.4% |
| 6M | +8.8% | -65.5% | +74.3% | +10.3% |
| YTD | -18.7% | -13.4% | -5.3% | -19.3% |
| 1Y | -15.7% | +9.8% | -25.5% | -16.8% |
| 3Y | -7.5% | +783.1% | -790.6% | -13.5% |
| 5Y | -30.1% | +378.3% | -408.4% | -34.4% |
| All | +138.9% | +1,942.8% | -1,803.9% | +111.6% |
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