+2,728.2%
BLK vs DPZ
+5,326.0%
-2,597.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | -3.1% | -4.4% | +1.3% | -1.7% |
| 3M | +10.7% | +7.6% | +3.0% | +7.2% |
| 6M | +15.9% | -16.9% | +32.8% | +22.2% |
| YTD | +4.0% | -18.6% | +22.6% | +10.2% |
| 1Y | +1.3% | -26.7% | +27.9% | +11.1% |
| 3Y | +69.6% | -9.3% | +78.9% | +68.6% |
| 5Y | +33.8% | -31.0% | +64.8% | +43.3% |
| 10Y | +276.2% | +152.4% | +123.8% | +129.9% |
| All | +2,728.2% | +5,326.0% | -2,597.8% | +363.9% |
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