+148.3%
BP vs DPZ
+5,417.8%
-5,269.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +3.9% | -2.5% | +6.5% | +4.4% |
| 30D | +7.6% | -7.0% | +14.6% | +8.8% |
| 3M | +0.7% | +11.6% | -10.9% | -1.6% |
| 6M | +15.5% | -15.2% | +30.7% | +18.0% |
| YTD | +30.8% | -17.2% | +48.1% | +34.1% |
| 1Y | +34.3% | -24.8% | +59.2% | +39.9% |
| 3Y | +35.1% | -8.7% | +43.7% | +34.1% |
| 5Y | +126.8% | -28.9% | +155.7% | +131.5% |
| 10Y | +123.4% | +153.6% | -30.3% | +69.5% |
| All | +148.3% | +5,417.8% | -5,269.5% | -16.6% |
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