-8.1%
BROS vs DPZ
-29.2%
+21.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.5% |
| 7D | -2.5% | -2.5% | 0.0% | -1.2% |
| 30D | -11.2% | +12.5% | -23.8% | -17.0% |
| 3M | -33.9% | -5.2% | -28.7% | -32.3% |
| 6M | -33.5% | +8.8% | -42.3% | -37.4% |
| YTD | -44.9% | -18.7% | -26.3% | -39.6% |
| 1Y | -41.5% | -15.7% | -25.8% | -37.2% |
| 3Y | +22.4% | -7.5% | +30.0% | +18.5% |
| 5Y | -45.7% | -30.1% | -15.6% | -37.0% |
| All | -8.1% | -29.2% | +21.1% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling