+212.5%
BMNR vs DPZ
-29.4%
+241.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.3% |
| 7D | +5.0% | -7.3% | +12.3% | +8.7% |
| 30D | +33.8% | -7.6% | +41.3% | +38.4% |
| 3M | +49.4% | +1.8% | +47.6% | +44.7% |
| 6M | +17.0% | -21.8% | +38.8% | +46.6% |
| YTD | -10.8% | -22.0% | +11.2% | +13.3% |
| 1Y | -45.7% | -28.6% | -17.1% | -9.6% |
| All | +212.5% | -29.4% | +241.9% | +111.5% |
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