+664.4%
BX vs DPZ
+148.6%
+515.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -2.3% |
| 7D | -5.7% | -7.3% | +1.6% | -3.4% |
| 30D | -8.9% | -7.6% | -1.3% | -6.7% |
| 3M | +8.4% | +1.8% | +6.6% | +7.4% |
| 6M | +18.9% | -21.8% | +40.7% | +27.6% |
| YTD | -13.6% | -22.0% | +8.4% | -7.5% |
| 1Y | -22.4% | -28.6% | +6.2% | -14.7% |
| 3Y | +26.0% | -13.1% | +39.1% | +28.1% |
| 5Y | +18.8% | -33.2% | +52.0% | +26.9% |
| All | +664.4% | +148.6% | +515.7% | +530.9% |
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