-18.1%
DPZ vs AS
+120.4%
-138.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.1% |
| 7D | -2.5% | -4.9% | +2.3% | -2.1% |
| 30D | -7.0% | -19.6% | +12.6% | -4.9% |
| 3M | +11.6% | -14.4% | +26.0% | +13.3% |
| 6M | -15.2% | -20.1% | +5.0% | -13.5% |
| YTD | -17.2% | -20.9% | +3.7% | -15.7% |
| 1Y | -24.8% | -21.9% | -3.0% | -23.4% |
| All | -18.1% | +120.4% | -138.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling