+68.6%
BTI vs DPZ
+148.6%
-80.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.0% |
| 7D | -2.4% | -7.3% | +4.9% | -1.6% |
| 30D | -4.8% | -7.6% | +2.8% | -3.9% |
| 3M | -8.1% | +1.8% | -9.9% | -8.4% |
| 6M | -4.2% | -21.8% | +17.6% | -1.8% |
| YTD | -1.3% | -22.0% | +20.7% | +1.2% |
| 1Y | +2.1% | -28.6% | +30.7% | +5.6% |
| 3Y | +108.9% | -13.1% | +122.0% | +109.3% |
| 5Y | +114.5% | -33.2% | +147.7% | +119.1% |
| All | +68.6% | +148.6% | -80.0% | +39.1% |
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