-14.9%
DPZ vs ALM
+31.8%
-46.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | +6.6% | -6.7% | +13.2% | +6.4% |
| 30D | +10.3% | -32.9% | +43.2% | +9.5% |
| 3M | -6.2% | -39.5% | +33.3% | -6.8% |
| 6M | +4.2% | -62.0% | +66.2% | +3.5% |
| YTD | -18.4% | -7.8% | -10.6% | -19.3% |
| 1Y | -14.9% | +26.7% | -41.6% | -16.5% |
| All | -14.9% | +31.8% | -46.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling