+97.7%
BLK vs DPZ
-4.7%
+102.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +3.7% | +2.2% | +1.5% | +3.2% |
| 30D | +13.9% | +15.5% | -1.6% | +10.2% |
| 3M | +3.9% | -2.0% | +5.9% | +4.2% |
| 6M | +13.0% | +12.1% | +0.8% | +9.5% |
| YTD | +16.1% | -16.6% | +32.7% | +20.6% |
| 1Y | +16.8% | -14.6% | +31.3% | +20.4% |
| 3Y | +97.7% | -4.1% | +101.8% | +98.3% |
| All | +97.7% | -4.7% | +102.4% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling