-24.8%
DPZ vs BAH
-28.2%
+3.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.9% |
| 30D | -7.0% | +2.0% | -9.0% | -7.5% |
| 3M | +11.6% | -7.6% | +19.2% | +12.1% |
| 6M | -15.2% | -5.7% | -9.5% | -15.1% |
| YTD | -17.2% | -11.7% | -5.5% | -16.8% |
| 1Y | -24.8% | -27.4% | +2.5% | -22.4% |
| All | -24.8% | -28.2% | +3.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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