+15.3%
BTDR vs DPZ
-36.2%
+51.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.1% |
| 7D | -3.2% | -8.6% | +5.4% | -0.8% |
| 30D | +32.7% | -11.2% | +43.9% | +36.8% |
| 3M | -28.4% | +1.4% | -29.8% | -29.9% |
| 6M | +51.7% | -19.9% | +71.6% | +61.3% |
| YTD | +2.9% | -23.0% | +25.9% | +10.8% |
| 1Y | -15.5% | -28.2% | +12.7% | -7.0% |
| 3Y | 0.0% | -14.2% | +14.2% | +7.3% |
| 5Y | +16.5% | -33.4% | +49.9% | +22.7% |
| All | +15.3% | -36.2% | +51.5% | +21.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling