+5,650.9%
DPZ vs BB
-60.7%
+5,711.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.0% | -1.5% | +4.8% |
| 7D | +10.1% | -6.8% | +16.9% | +10.8% |
| 30D | +14.6% | -3.5% | +18.1% | +14.6% |
| 3M | -6.8% | -1.2% | -5.5% | -7.2% |
| 6M | +4.4% | +57.0% | -52.6% | -2.6% |
| YTD | -16.8% | +131.1% | -148.0% | -26.0% |
| 1Y | -14.5% | +87.6% | -102.0% | -22.3% |
| 3Y | -1.1% | +134.2% | -135.3% | -15.5% |
| 5Y | -28.0% | -19.9% | -8.0% | -32.5% |
| 10Y | +130.2% | +25.7% | +104.6% | +77.1% |
| All | +5,650.9% | -60.7% | +5,711.6% | +4,909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling