+2,914.4%
DPZ vs BAH
+1,096.2%
+1,818.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +5.1% |
| 7D | +10.1% | +5.8% | +4.3% | +8.8% |
| 30D | +14.6% | +28.7% | -14.1% | +8.6% |
| 3M | -6.8% | +20.9% | -27.7% | -10.7% |
| 6M | +4.4% | +15.2% | -10.8% | +0.6% |
| YTD | -16.8% | +7.1% | -23.9% | -19.2% |
| 1Y | -14.5% | +6.4% | -20.8% | -16.9% |
| 3Y | -1.1% | -23.6% | +22.5% | +0.6% |
| 5Y | -28.0% | +11.5% | -39.5% | -33.6% |
| 10Y | +130.2% | +236.3% | -106.1% | +56.1% |
| All | +2,914.4% | +1,096.2% | +1,818.2% | +1,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling