+616.3%
BDX vs DPZ
+5,417.8%
-4,801.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | +8.3% | -7.0% | +15.2% | +9.4% |
| 3M | +24.4% | +11.6% | +12.8% | +22.2% |
| 6M | +9.2% | -15.2% | +24.4% | +11.6% |
| YTD | +22.7% | -17.2% | +40.0% | +25.7% |
| 1Y | +25.9% | -24.8% | +50.7% | +30.7% |
| 3Y | -10.5% | -8.7% | -1.8% | -10.4% |
| 5Y | +1.9% | -28.9% | +30.8% | +4.4% |
| 10Y | +58.7% | +153.6% | -94.9% | +30.6% |
| All | +616.3% | +5,417.8% | -4,801.4% | +270.5% |
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 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