-35.9%
BTDR vs DPZ
-33.2%
-2.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -7.4% | +2.2% | -9.5% | -8.1% |
| 30D | -33.4% | +6.7% | -40.1% | -34.8% |
| 3M | -26.3% | -4.5% | -21.8% | -25.9% |
| 6M | -52.4% | +3.3% | -55.7% | -53.9% |
| YTD | -42.8% | -19.4% | -23.4% | -39.5% |
| 1Y | -63.7% | -17.3% | -46.4% | -62.0% |
| 3Y | +61.5% | -8.4% | +69.8% | +70.3% |
| 5Y | -35.6% | -28.2% | -7.4% | -33.3% |
| All | -35.9% | -33.2% | -2.7% | -33.7% |
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