+30.3%
BIL vs DPZ
+2,127.8%
-2,097.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +0.3% |
| 3M | +0.9% | +11.6% | -10.7% | +1.0% |
| 6M | +1.8% | -15.2% | +17.0% | +1.8% |
| YTD | +2.4% | -17.2% | +19.7% | +2.4% |
| 1Y | +3.7% | -24.8% | +28.6% | +3.7% |
| 3Y | +14.2% | -8.7% | +22.8% | +14.2% |
| 5Y | +19.4% | -28.9% | +48.3% | +19.4% |
| 10Y | +25.2% | +153.6% | -128.4% | +25.4% |
| All | +30.3% | +2,127.8% | -2,097.5% | +30.7% |
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