-25.8%
DPZ vs BB
-23.9%
-1.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.6% |
| 7D | +9.5% | -8.9% | +18.4% | +10.1% |
| 30D | +12.8% | -12.6% | +25.4% | +13.6% |
| 3M | -6.2% | -4.1% | -2.1% | -6.4% |
| 6M | +4.3% | +49.5% | -45.2% | -1.8% |
| YTD | -16.6% | +120.8% | -137.4% | -25.2% |
| 1Y | -12.8% | +76.2% | -89.0% | -19.9% |
| 3Y | -0.8% | +123.8% | -124.6% | -15.3% |
| 5Y | -25.8% | -24.3% | -1.6% | -24.4% |
| All | -25.8% | -23.9% | -1.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling