-44.0%
BTDR vs DPZ
-30.8%
-13.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.5% | -11.2% | -9.2% |
| 7D | -6.9% | +2.2% | -9.1% | -7.5% |
| 30D | -31.5% | +15.5% | -47.0% | -34.4% |
| 3M | -36.1% | -2.0% | -34.1% | -36.2% |
| 6M | -57.6% | +12.1% | -69.8% | -60.0% |
| YTD | -50.0% | -16.6% | -33.5% | -47.6% |
| 1Y | -49.6% | -14.6% | -35.0% | -47.7% |
| 3Y | +48.5% | -4.1% | +52.7% | +55.1% |
| 5Y | -43.8% | -28.3% | -15.5% | -42.4% |
| All | -44.0% | -30.8% | -13.2% | -42.6% |
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