+92.7%
BAC vs DPZ
+5,341.2%
-5,248.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -1.2% | +6.6% | -7.7% | -3.5% |
| 30D | -7.7% | +10.3% | -17.9% | -11.1% |
| 3M | -21.2% | -6.2% | -15.0% | -19.7% |
| 6M | -6.8% | +4.2% | -11.1% | -9.5% |
| YTD | -8.7% | -18.4% | +9.7% | -3.5% |
| 1Y | -5.3% | -14.9% | +9.6% | -1.7% |
| 3Y | +87.4% | -4.6% | +92.1% | +80.8% |
| 5Y | +18.9% | -27.4% | +46.3% | +23.7% |
| 10Y | +273.3% | +125.9% | +147.4% | +107.6% |
| All | +92.7% | +5,341.2% | -5,248.5% | -78.4% |
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 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