-35.6%
BAX vs DPZ
+116.9%
-152.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | +3.6% | +2.2% | +1.5% | +3.2% |
| 30D | +8.5% | +6.7% | +1.8% | +7.1% |
| 3M | -4.9% | -4.5% | -0.3% | -4.1% |
| 6M | +47.0% | +3.3% | +43.7% | +45.8% |
| YTD | +38.4% | -19.4% | +57.9% | +43.1% |
| 1Y | +49.1% | -17.3% | +66.4% | +53.5% |
| 3Y | -14.9% | -8.4% | -6.5% | -14.3% |
| 5Y | -63.1% | -28.2% | -34.9% | -62.2% |
| 10Y | -35.6% | +130.9% | -166.5% | -46.6% |
| All | -35.6% | +116.9% | -152.5% | -46.6% |
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