+124.0%
DPZ vs BAH
+220.7%
-96.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.3% |
| 7D | +6.6% | -3.5% | +10.1% | +7.3% |
| 30D | +10.3% | +24.3% | -14.0% | +5.8% |
| 3M | -6.2% | +16.3% | -22.5% | -9.0% |
| 6M | +4.2% | +13.6% | -9.3% | +1.1% |
| YTD | -18.4% | +3.5% | -21.9% | -19.9% |
| 1Y | -14.9% | +2.7% | -17.6% | -16.5% |
| 3Y | -4.6% | -26.6% | +21.9% | -2.7% |
| 5Y | -27.4% | +8.5% | -35.9% | -32.2% |
| All | +124.0% | +220.7% | -96.7% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling