-3.4%
BDX vs DPZ
-30.2%
+26.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.7% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +1.3% | -4.4% | +5.7% | +2.1% |
| 3M | +20.2% | +7.6% | +12.6% | +18.4% |
| 6M | +8.6% | -16.9% | +25.6% | +11.6% |
| YTD | +19.0% | -18.6% | +37.6% | +22.5% |
| 1Y | +21.2% | -26.7% | +47.8% | +26.8% |
| 3Y | -9.7% | -9.3% | -0.4% | -9.4% |
| 5Y | -3.4% | -31.0% | +27.6% | +2.5% |
| All | -3.4% | -30.2% | +26.8% | +2.5% |
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