-63.9%
BAX vs DPZ
-27.1%
-36.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +12.1% | +6.6% | +5.6% | +10.3% |
| 30D | +7.6% | +10.3% | -2.7% | +4.8% |
| 3M | -4.5% | -6.2% | +1.7% | -3.1% |
| 6M | +52.0% | +4.2% | +47.8% | +50.0% |
| YTD | +35.1% | -18.4% | +53.5% | +40.5% |
| 1Y | +43.7% | -14.9% | +58.6% | +48.0% |
| 3Y | -20.9% | -4.6% | -16.3% | -21.2% |
| All | -63.9% | -27.1% | -36.8% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling