+124.0%
DPZ vs BBWI
-43.7%
+167.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | +6.6% | -6.2% | +12.7% | +7.2% |
| 30D | +10.3% | +19.9% | -9.6% | +8.4% |
| 3M | -6.2% | +7.1% | -13.3% | -7.0% |
| 6M | +4.2% | +13.7% | -9.4% | +2.4% |
| YTD | -18.4% | +9.6% | -28.0% | -19.9% |
| 1Y | -14.9% | -1.6% | -13.3% | -16.1% |
| 3Y | -4.6% | -25.9% | +21.2% | -4.9% |
| 5Y | -27.4% | -67.8% | +40.4% | -24.8% |
| All | +124.0% | -43.7% | +167.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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