-14.9%
DPZ vs BAH
+2.0%
-16.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.2% |
| 7D | +6.6% | -3.5% | +10.1% | +7.4% |
| 30D | +10.3% | +24.3% | -14.0% | +5.3% |
| 3M | -6.2% | +16.3% | -22.5% | -9.3% |
| 6M | +4.2% | +13.6% | -9.3% | +0.2% |
| YTD | -18.4% | +3.5% | -21.9% | -20.7% |
| 1Y | -14.9% | +2.7% | -17.6% | -17.5% |
| All | -14.9% | +2.0% | -16.9% | -17.5% |
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