+30.8%
BX vs DPZ
-10.0%
+40.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -2.3% | -4.4% | +2.1% | -1.0% |
| 3M | +18.5% | +7.6% | +10.9% | +15.5% |
| 6M | +23.7% | -16.9% | +40.7% | +30.5% |
| YTD | -10.4% | -18.6% | +8.3% | -5.0% |
| 1Y | -19.6% | -26.7% | +7.1% | -11.7% |
| 3Y | +30.8% | -9.3% | +40.1% | +24.0% |
| All | +30.8% | -10.0% | +40.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling