+49.1%
BAX vs DPZ
-16.5%
+65.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | +3.7% | +5.4% | +7.6% |
| 30D | +8.5% | +8.0% | +0.4% | +5.4% |
| 3M | -4.1% | -4.2% | +0.1% | -2.7% |
| 6M | +46.9% | +4.6% | +42.3% | +44.0% |
| YTD | +38.4% | -18.4% | +56.8% | +43.7% |
| All | +49.1% | -16.5% | +65.6% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling