-23.1%
BA vs DPZ
-27.3%
+4.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.1% | +9.5% | -9.6% | -2.8% |
| 30D | -9.1% | +12.8% | -21.9% | -12.4% |
| 3M | -28.2% | -6.2% | -21.9% | -27.0% |
| 6M | -23.1% | +4.3% | -27.4% | -24.6% |
| YTD | -20.6% | -16.6% | -3.9% | -16.8% |
| 1Y | -12.7% | -12.8% | +0.1% | -9.9% |
| 3Y | -11.6% | -0.8% | -10.7% | -14.9% |
| 5Y | -23.1% | -25.8% | +2.7% | -29.3% |
| All | -23.1% | -27.3% | +4.1% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling