+128.9%
DPZ vs BAH
+235.6%
-106.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +9.5% | +6.0% | +3.5% | +8.3% |
| 30D | +12.8% | +31.1% | -18.3% | +7.2% |
| 3M | -6.2% | +25.2% | -31.4% | -10.3% |
| 6M | +4.3% | +18.9% | -14.6% | +0.3% |
| YTD | -16.6% | +8.3% | -24.9% | -18.9% |
| 1Y | -12.8% | +6.2% | -19.0% | -15.0% |
| 3Y | -0.8% | -22.8% | +21.9% | +0.2% |
| 5Y | -25.8% | +13.6% | -39.4% | -31.3% |
| All | +128.9% | +235.6% | -106.7% | +67.8% |
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