+18.8%
BX vs DPZ
-34.0%
+52.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -1.9% |
| 7D | -5.7% | -7.3% | +1.6% | -2.6% |
| 30D | -8.9% | -7.6% | -1.3% | -5.9% |
| 3M | +8.4% | +1.8% | +6.6% | +7.0% |
| 6M | +18.9% | -21.8% | +40.7% | +30.9% |
| YTD | -13.6% | -22.0% | +8.4% | -5.2% |
| 1Y | -22.4% | -28.6% | +6.2% | -11.6% |
| 3Y | +26.0% | -13.1% | +39.1% | +25.4% |
| 5Y | +18.8% | -33.2% | +52.0% | +49.6% |
| All | +18.8% | -34.0% | +52.8% | +49.6% |
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