+818.4%
BNY vs DPZ
+5,326.0%
-4,507.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +1.5% | -1.5% | +2.9% | +1.9% |
| 30D | +3.3% | -4.4% | +7.8% | +4.6% |
| 3M | +15.3% | +7.6% | +7.7% | +11.9% |
| 6M | +42.5% | -16.9% | +59.4% | +49.0% |
| YTD | +42.0% | -18.6% | +60.6% | +49.1% |
| 1Y | +59.3% | -26.7% | +85.9% | +72.2% |
| 3Y | +291.2% | -9.3% | +300.5% | +286.5% |
| 5Y | +252.1% | -31.0% | +283.1% | +270.5% |
| 10Y | +407.1% | +152.4% | +254.8% | +209.2% |
| All | +818.4% | +5,326.0% | -4,507.6% | +62.0% |
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