-38.7%
BTDR vs DPZ
-32.6%
-6.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.4% | -14.2% | -13.1% |
| 7D | +15.4% | -2.5% | +17.9% | +16.0% |
| 30D | -33.4% | +12.5% | -46.0% | -35.8% |
| 3M | -32.0% | -5.2% | -26.8% | -31.5% |
| 6M | -52.2% | +8.8% | -61.0% | -54.5% |
| YTD | -45.3% | -18.7% | -26.7% | -42.3% |
| 1Y | -56.0% | -15.7% | -40.3% | -54.3% |
| 3Y | +54.4% | -7.5% | +61.9% | +62.4% |
| 5Y | -38.5% | -30.1% | -8.4% | -36.5% |
| All | -38.7% | -32.6% | -6.1% | -36.8% |
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