+642.7%
BX vs DPZ
+145.4%
+497.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -8.9% | -8.6% | -0.3% | -6.3% |
| 30D | -14.8% | -11.2% | -3.6% | -11.6% |
| 3M | +6.9% | +1.4% | +5.5% | +6.1% |
| 6M | +16.3% | -19.9% | +36.2% | +23.8% |
| YTD | -16.1% | -23.0% | +6.9% | -9.7% |
| 1Y | -26.8% | -28.2% | +1.4% | -19.6% |
| 3Y | +22.4% | -14.2% | +36.6% | +25.0% |
| 5Y | +16.0% | -33.4% | +49.4% | +24.2% |
| All | +642.7% | +145.4% | +497.3% | +515.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling