+275.1%
BLK vs DPZ
+141.0%
+134.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -3.3% | -8.6% | +5.3% | -1.0% |
| 30D | -6.5% | -11.9% | +5.4% | -3.4% |
| 3M | +6.7% | +0.4% | +6.3% | +6.2% |
| 6M | +14.7% | -19.9% | +34.6% | +20.8% |
| YTD | +2.5% | -24.4% | +26.9% | +9.4% |
| 1Y | -2.8% | -30.4% | +27.7% | +6.1% |
| 3Y | +65.9% | -17.4% | +83.2% | +69.8% |
| 5Y | +33.0% | -34.6% | +67.6% | +40.9% |
| All | +275.1% | +141.0% | +134.1% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling