-11.5%
BX vs DPZ
-15.9%
+4.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -3.3% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | +8.8% | +12.5% | -3.7% | +5.4% |
| 3M | -18.3% | -5.2% | -13.1% | -17.6% |
| 6M | -1.5% | +8.8% | -10.3% | -3.1% |
| YTD | -19.9% | -18.7% | -1.3% | -18.5% |
| All | -11.5% | -15.9% | +4.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling