-33.9%
BAX vs DPZ
+125.0%
-158.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | +3.7% | +5.4% | +8.3% |
| 30D | +8.5% | +8.0% | +0.4% | +6.8% |
| 3M | -4.1% | -4.2% | +0.1% | -3.5% |
| 6M | +46.9% | +4.6% | +42.3% | +45.4% |
| YTD | +38.4% | -18.4% | +56.8% | +42.7% |
| 1Y | +47.0% | -16.8% | +63.8% | +51.1% |
| 3Y | -14.9% | -5.0% | -9.9% | -14.9% |
| 5Y | -62.5% | -27.8% | -34.7% | -61.6% |
| 10Y | -33.9% | +121.1% | -155.0% | -42.4% |
| All | -33.9% | +125.0% | -158.9% | -42.4% |
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