-20.3%
BROS vs DPZ
-14.7%
-5.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.3% |
| 7D | +2.5% | +10.1% | -7.6% | +0.2% |
| 30D | +15.1% | +14.6% | +0.5% | +11.3% |
| 3M | -31.4% | -6.8% | -24.6% | -30.7% |
| 6M | -22.6% | +4.4% | -27.0% | -24.0% |
| YTD | -28.1% | -16.8% | -11.3% | -25.7% |
| 1Y | -20.3% | -14.5% | -5.8% | -21.1% |
| All | -20.3% | -14.7% | -5.6% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling