+18.0%
BAC vs DPZ
-27.1%
+45.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -1.2% | +6.6% | -7.7% | -2.5% |
| 30D | -7.7% | +10.3% | -17.9% | -9.6% |
| 3M | -21.2% | -6.2% | -15.0% | -20.2% |
| 6M | -6.8% | +4.2% | -11.1% | -8.2% |
| YTD | -8.7% | -18.4% | +9.7% | -5.2% |
| 1Y | -5.3% | -14.9% | +9.6% | -2.8% |
| 3Y | +87.4% | -4.6% | +92.1% | +82.9% |
| All | +18.0% | -27.1% | +45.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling