+508.1%
BA vs DPZ
+5,417.8%
-4,909.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.8% |
| 30D | -11.6% | -7.0% | -4.7% | -10.1% |
| 3M | -2.4% | +11.6% | -14.0% | -5.6% |
| 6M | -6.6% | -15.2% | +8.5% | -3.2% |
| YTD | -2.2% | -17.2% | +15.0% | +1.8% |
| 1Y | -8.0% | -24.8% | +16.8% | -1.9% |
| 3Y | -5.0% | -8.7% | +3.7% | -5.2% |
| 5Y | -2.7% | -28.9% | +26.2% | +1.9% |
| 10Y | +75.9% | +153.6% | -77.8% | +25.3% |
| All | +508.1% | +5,417.8% | -4,909.7% | +74.1% |
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