-2.8%
BLK vs DPZ
-29.3%
+26.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | -3.3% | -8.6% | +5.3% | -2.1% |
| 30D | -6.5% | -11.9% | +5.4% | -5.0% |
| 3M | +6.7% | +0.4% | +6.3% | +6.9% |
| 6M | +14.7% | -19.9% | +34.6% | +18.0% |
| YTD | +2.5% | -24.4% | +26.9% | +6.4% |
| 1Y | -2.8% | -30.4% | +27.7% | +2.1% |
| All | -2.8% | -29.3% | +26.6% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling