+23.3%
BTDR vs DPZ
-35.3%
+58.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.5% |
| 7D | +14.8% | -7.3% | +22.1% | +17.2% |
| 30D | +41.8% | -7.6% | +49.4% | +44.4% |
| 3M | -29.2% | +1.8% | -31.0% | -30.7% |
| 6M | +66.2% | -21.8% | +88.0% | +78.4% |
| YTD | +10.0% | -22.0% | +32.0% | +18.0% |
| 1Y | -11.0% | -28.6% | +17.6% | -1.7% |
| 3Y | +6.9% | -13.1% | +20.0% | +14.3% |
| 5Y | +24.7% | -33.2% | +57.9% | +30.8% |
| All | +23.3% | -35.3% | +58.6% | +29.2% |
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