+30.7%
BIL vs DPZ
+2,096.9%
-2,066.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.3% | +6.6% | -6.8% | -0.3% |
| 30D | 0.0% | +10.3% | -10.3% | 0.0% |
| 3M | +0.6% | -6.2% | +6.8% | +0.6% |
| 6M | +1.5% | +4.2% | -2.7% | +1.5% |
| YTD | +2.8% | -18.4% | +21.1% | +2.7% |
| 1Y | +3.3% | -14.9% | +18.3% | +3.3% |
| 3Y | +13.5% | -4.6% | +18.1% | +13.5% |
| 5Y | +19.8% | -27.4% | +47.2% | +19.8% |
| 10Y | +25.6% | +125.9% | -100.3% | +25.7% |
| All | +30.7% | +2,096.9% | -2,066.2% | +31.1% |
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