-2.5%
DPZ vs BBWI
-25.6%
+23.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +1.1% |
| 7D | +9.5% | -3.1% | +12.6% | +9.9% |
| 30D | +12.8% | +23.1% | -10.3% | +9.8% |
| 3M | -6.2% | +7.3% | -13.5% | -7.4% |
| 6M | +4.3% | +22.6% | -18.3% | +0.8% |
| YTD | -16.6% | +13.3% | -29.9% | -19.1% |
| 1Y | -12.8% | -2.6% | -10.2% | -14.2% |
| All | -2.5% | -25.6% | +23.1% | -6.2% |
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