+152.7%
BP vs DPZ
+5,339.6%
-5,186.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -6.9% | +3.7% | -10.5% | -7.5% |
| 30D | -3.6% | +8.0% | -11.6% | -5.0% |
| 3M | +8.4% | -4.2% | +12.6% | +8.8% |
| 6M | +5.3% | +4.6% | +0.8% | +3.8% |
| YTD | +33.2% | -18.4% | +51.6% | +36.5% |
| 1Y | +28.2% | -16.8% | +44.9% | +30.9% |
| 3Y | +49.2% | -5.0% | +54.3% | +47.0% |
| 5Y | +102.9% | -27.8% | +130.7% | +106.1% |
| 10Y | +127.7% | +121.1% | +6.6% | +77.3% |
| All | +152.7% | +5,339.6% | -5,186.9% | -15.2% |
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