-34.4%
BAX vs DPZ
+129.5%
-163.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.1% |
| 30D | +6.3% | +5.7% | +0.6% | +5.1% |
| 3M | -4.6% | -7.5% | +2.9% | -3.3% |
| 6M | +50.4% | +6.2% | +44.2% | +48.5% |
| YTD | +38.0% | -19.8% | +57.8% | +42.8% |
| 1Y | +44.6% | -18.0% | +62.6% | +49.1% |
| 3Y | -15.1% | -8.8% | -6.3% | -14.5% |
| 5Y | -63.3% | -30.2% | -33.1% | -62.2% |
| 10Y | -34.4% | +132.0% | -166.4% | -45.3% |
| All | -34.4% | +129.5% | -163.9% | -45.3% |
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 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