+911.5%
BE vs DPZ
+42.7%
+868.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.1% |
| 7D | +20.0% | -2.5% | +22.5% | +21.3% |
| 30D | +7.9% | -7.0% | +14.9% | +11.1% |
| 3M | -13.2% | +11.6% | -24.8% | -20.3% |
| 6M | +53.5% | -15.2% | +68.6% | +60.9% |
| YTD | +191.0% | -17.2% | +208.3% | +207.5% |
| 1Y | +360.5% | -24.8% | +385.4% | +406.9% |
| 3Y | +1,568.0% | -8.7% | +1,576.7% | +1,479.9% |
| 5Y | +1,055.2% | -28.9% | +1,084.1% | +1,147.0% |
| All | +911.5% | +42.7% | +868.8% | +552.3% |
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