+399.1%
BAC vs DPZ
+154.5%
+244.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | -0.4% | -7.0% | +6.6% | +0.8% |
| 3M | +16.9% | +11.6% | +5.3% | +14.3% |
| 6M | +26.6% | -15.2% | +41.8% | +29.7% |
| YTD | +15.8% | -17.2% | +33.0% | +18.9% |
| 1Y | +27.2% | -24.8% | +52.0% | +32.8% |
| 3Y | +132.4% | -8.7% | +141.1% | +132.1% |
| 5Y | +72.6% | -28.9% | +101.5% | +75.4% |
| All | +399.1% | +154.5% | +244.6% | +307.5% |
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