-4.6%
DPZ vs BBWI
-28.0%
+23.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | +6.6% | -6.2% | +12.7% | +7.4% |
| 30D | +10.3% | +19.9% | -9.6% | +7.7% |
| 3M | -6.2% | +7.1% | -13.3% | -7.3% |
| 6M | +4.2% | +13.7% | -9.4% | +1.8% |
| YTD | -18.4% | +9.6% | -28.0% | -20.5% |
| 1Y | -14.9% | -1.6% | -13.3% | -16.4% |
| 3Y | -4.6% | -25.9% | +21.2% | -7.8% |
| All | -4.6% | -28.0% | +23.4% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling