+593.0%
BE vs DPZ
+40.7%
+552.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.3% |
| 7D | -14.7% | +6.6% | -21.3% | -17.3% |
| 30D | -40.5% | +10.3% | -50.8% | -43.5% |
| 3M | -24.3% | -6.2% | -18.2% | -23.2% |
| 6M | -39.3% | +4.2% | -43.6% | -43.2% |
| YTD | +99.4% | -18.4% | +117.8% | +109.8% |
| 1Y | +26.6% | -14.9% | +41.5% | +29.1% |
| 3Y | +1,616.9% | -4.6% | +1,621.6% | +1,465.3% |
| 5Y | +441.4% | -27.4% | +468.8% | +472.7% |
| All | +593.0% | +40.7% | +552.2% | +345.1% |
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 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