-1.8%
BROS vs DPZ
-29.0%
+27.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.7% | +6.6% |
| 7D | -17.9% | +3.7% | -21.6% | -19.6% |
| 30D | -5.4% | +8.0% | -13.4% | -9.6% |
| 3M | -32.1% | -4.2% | -27.9% | -30.9% |
| 6M | -31.7% | +4.6% | -36.3% | -34.2% |
| YTD | -41.2% | -18.4% | -22.8% | -35.5% |
| 1Y | -32.6% | -16.8% | -15.8% | -27.1% |
| 3Y | +32.7% | -5.0% | +37.7% | +26.0% |
| 5Y | -44.2% | -27.8% | -16.4% | -37.0% |
| All | -1.8% | -29.0% | +27.2% | +28.8% |
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