+26.8%
BA vs DPZ
+129.5%
-102.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.4% | -3.5% | +2.2% | -0.5% |
| 30D | -7.9% | +5.7% | -13.6% | -9.2% |
| 3M | -25.2% | -7.5% | -17.7% | -23.9% |
| 6M | -26.7% | +6.2% | -32.9% | -28.2% |
| YTD | -19.6% | -19.8% | +0.2% | -15.9% |
| 1Y | -10.6% | -18.0% | +7.4% | -7.1% |
| 3Y | -11.2% | -8.8% | -2.5% | -11.2% |
| 5Y | -20.4% | -30.2% | +9.8% | -17.5% |
| 10Y | +26.8% | +132.0% | -105.2% | +2.5% |
| All | +26.8% | +129.5% | -102.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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