+251.7%
BAC vs DPZ
+125.0%
+126.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.0% | +3.7% | -1.7% | +1.4% |
| 30D | -6.9% | +8.0% | -15.0% | -8.2% |
| 3M | -19.6% | -4.2% | -15.4% | -19.1% |
| 6M | -0.5% | +4.6% | -5.1% | -1.7% |
| YTD | -6.6% | -18.4% | +11.8% | -4.0% |
| 1Y | -3.0% | -16.8% | +13.8% | -0.7% |
| 3Y | +97.3% | -5.0% | +102.3% | +95.6% |
| 5Y | +21.9% | -27.8% | +49.7% | +23.5% |
| 10Y | +251.7% | +121.1% | +130.6% | +211.5% |
| All | +251.7% | +125.0% | +126.6% | +211.5% |
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