+4.8%
BX vs DPZ
-28.2%
+33.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +3.7% | +2.2% | +1.5% | +2.8% |
| 30D | +8.2% | +6.7% | +1.5% | +5.4% |
| 3M | -12.7% | -4.5% | -8.2% | -11.1% |
| 6M | +1.0% | +3.3% | -2.3% | -1.1% |
| YTD | -17.2% | -19.4% | +2.2% | -10.4% |
| 1Y | -11.6% | -17.3% | +5.7% | -5.6% |
| 3Y | +36.8% | -8.4% | +45.1% | +32.6% |
| 5Y | +4.8% | -28.2% | +33.0% | +13.1% |
| All | +4.8% | -28.2% | +33.0% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling