+233.0%
BAC vs DPZ
+129.5%
+103.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -3.5% | +1.7% | -1.3% |
| 30D | -7.2% | +5.7% | -12.9% | -8.1% |
| 3M | -20.4% | -7.5% | -13.0% | -19.5% |
| 6M | +1.3% | +6.2% | -4.9% | -0.3% |
| YTD | -6.4% | -19.8% | +13.4% | -3.4% |
| 1Y | -3.5% | -18.0% | +14.5% | -0.9% |
| 3Y | +96.7% | -8.8% | +105.5% | +96.3% |
| 5Y | +20.6% | -30.2% | +50.8% | +22.9% |
| 10Y | +233.0% | +132.0% | +101.0% | +187.4% |
| All | +233.0% | +129.5% | +103.5% | +187.4% |
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