+635.8%
BX vs DPZ
+140.2%
+495.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +0.6% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +14.2% | +15.5% | -1.2% | +9.1% |
| 3M | -18.7% | -2.0% | -16.7% | -18.3% |
| 6M | +2.5% | +12.1% | -9.7% | -1.7% |
| YTD | -18.8% | -16.6% | -2.2% | -14.9% |
| 1Y | -10.3% | -14.6% | +4.3% | -6.8% |
| 3Y | +35.4% | -4.1% | +39.5% | +33.4% |
| 5Y | +0.3% | -28.3% | +28.6% | +4.9% |
| All | +635.8% | +140.2% | +495.6% | +473.0% |
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