+113.3%
BAX vs DPZ
+5,341.2%
-5,227.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | +12.1% | +6.6% | +5.6% | +11.0% |
| 30D | +7.6% | +10.3% | -2.7% | +5.8% |
| 3M | -4.5% | -6.2% | +1.7% | -3.6% |
| 6M | +52.0% | +4.2% | +47.8% | +50.8% |
| YTD | +35.1% | -18.4% | +53.5% | +38.9% |
| 1Y | +43.7% | -14.9% | +58.6% | +46.8% |
| 3Y | -20.9% | -4.6% | -16.3% | -21.1% |
| 5Y | -63.5% | -27.4% | -36.1% | -62.6% |
| 10Y | -36.0% | +125.9% | -161.9% | -46.0% |
| All | +113.3% | +5,341.2% | -5,227.8% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling