+729.2%
BDX vs DPZ
+5,272.5%
-4,543.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +7.3% | +2.2% | +5.1% | +7.0% |
| 30D | +15.7% | +6.7% | +9.0% | +14.6% |
| 3M | +19.1% | -4.5% | +23.6% | +19.8% |
| 6M | +44.1% | +3.3% | +40.8% | +43.2% |
| YTD | +42.1% | -19.4% | +61.5% | +46.1% |
| 1Y | +52.6% | -17.3% | +69.9% | +56.3% |
| 3Y | +22.6% | -8.4% | +31.0% | +22.7% |
| 5Y | +23.3% | -28.2% | +51.5% | +26.2% |
| 10Y | +84.8% | +130.9% | -46.1% | +54.3% |
| All | +729.2% | +5,272.5% | -4,543.3% | +330.4% |
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