-28.8%
DPZ vs BAH
-3.4%
-25.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | -7.0% | +2.0% | -9.0% | -7.4% |
| 3M | +11.6% | -7.6% | +19.2% | +12.7% |
| 6M | -15.2% | -5.7% | -9.5% | -14.7% |
| YTD | -17.2% | -11.7% | -5.5% | -16.3% |
| 1Y | -24.8% | -27.4% | +2.5% | -21.4% |
| 3Y | -8.7% | -32.5% | +23.9% | -6.6% |
| All | -28.8% | -3.4% | -25.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling