+394.2%
BA vs DPZ
+5,460.8%
-5,066.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.1% | +9.5% | -9.6% | -2.4% |
| 30D | -9.1% | +12.8% | -21.9% | -12.0% |
| 3M | -28.2% | -6.2% | -21.9% | -27.2% |
| 6M | -23.1% | +4.3% | -27.4% | -24.5% |
| YTD | -20.6% | -16.6% | -3.9% | -17.5% |
| 1Y | -12.7% | -12.8% | +0.1% | -10.5% |
| 3Y | -11.6% | -0.8% | -10.7% | -13.6% |
| 5Y | -23.1% | -25.8% | +2.7% | -20.4% |
| 10Y | +34.4% | +130.9% | -96.5% | -2.0% |
| All | +394.2% | +5,460.8% | -5,066.6% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling