+838.5%
BX vs DPZ
+2,221.6%
-1,383.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -3.4% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | +8.8% | +12.5% | -3.7% | +4.2% |
| 3M | -18.3% | -5.2% | -13.1% | -16.8% |
| 6M | -1.5% | +8.8% | -10.3% | -5.1% |
| YTD | -19.9% | -18.7% | -1.3% | -14.7% |
| 1Y | -14.5% | -15.7% | +1.2% | -10.3% |
| 3Y | +32.3% | -7.5% | +39.8% | +31.6% |
| 5Y | -1.1% | -30.1% | +29.0% | +7.5% |
| 10Y | +657.8% | +135.3% | +522.5% | +382.0% |
| All | +838.5% | +2,221.6% | -1,383.2% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling