-50.2%
BROS vs DPZ
-27.1%
-23.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.2% |
| 7D | -21.2% | +6.6% | -27.8% | -24.0% |
| 30D | -11.6% | +10.3% | -21.8% | -16.4% |
| 3M | -36.7% | -6.2% | -30.5% | -34.8% |
| 6M | -42.8% | +4.2% | -47.1% | -44.9% |
| YTD | -44.8% | -18.4% | -26.4% | -39.6% |
| 1Y | -36.5% | -14.9% | -21.6% | -32.3% |
| 3Y | +27.0% | -4.6% | +31.6% | +20.3% |
| All | -50.2% | -27.1% | -23.1% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling