-27.5%
DPZ vs ALM
+396.4%
-423.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | +6.6% | -6.7% | +13.2% | +6.6% |
| 30D | +10.3% | -32.9% | +43.2% | +10.8% |
| 3M | -6.2% | -39.5% | +33.3% | -5.7% |
| 6M | +4.2% | -62.0% | +66.2% | +5.4% |
| YTD | -18.4% | -7.8% | -10.6% | -19.4% |
| 1Y | -14.9% | +26.7% | -41.6% | -16.8% |
| 3Y | -4.6% | +825.4% | -830.0% | -12.0% |
| All | -27.5% | +396.4% | -423.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling