-8.4%
DPZ vs ALM
+2,063.1%
-2,071.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | -7.0% | +32.0% | -39.0% | -7.4% |
| 3M | +11.6% | -15.0% | +26.6% | +11.9% |
| 6M | -15.2% | -10.1% | -5.0% | -15.4% |
| YTD | -17.2% | +99.4% | -116.7% | -19.3% |
| 1Y | -24.8% | +316.4% | -341.2% | -28.4% |
| All | -8.4% | +2,063.1% | -2,071.5% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling