+130.9%
DPZ vs BB
+28.9%
+102.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +2.2% | +11.6% | -9.4% | +1.5% |
| 30D | +6.7% | +2.6% | +4.1% | +6.3% |
| 3M | -4.5% | +3.5% | -8.0% | -5.1% |
| 6M | +3.3% | +43.5% | -40.2% | -0.5% |
| YTD | -19.4% | +141.2% | -160.6% | -25.5% |
| 1Y | -17.3% | +97.4% | -114.7% | -22.5% |
| 3Y | -8.4% | +151.1% | -159.5% | -17.9% |
| 5Y | -28.2% | -12.8% | -15.4% | -32.4% |
| 10Y | +130.9% | +27.5% | +103.4% | +101.3% |
| All | +130.9% | +28.9% | +102.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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