-25.8%
DPZ vs BAH
+12.6%
-38.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +9.5% | +6.0% | +3.5% | +8.2% |
| 30D | +12.8% | +31.1% | -18.3% | +7.0% |
| 3M | -6.2% | +25.2% | -31.4% | -10.5% |
| 6M | +4.3% | +18.9% | -14.6% | +0.1% |
| YTD | -16.6% | +8.3% | -24.9% | -19.1% |
| 1Y | -12.8% | +6.2% | -19.0% | -15.2% |
| 3Y | -0.8% | -22.8% | +21.9% | -1.0% |
| 5Y | -25.8% | +13.6% | -39.4% | -36.1% |
| All | -25.8% | +12.6% | -38.4% | -36.1% |
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