-28.8%
DPZ vs BBWI
-66.0%
+37.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.1% |
| 7D | -2.5% | +1.5% | -4.1% | -2.8% |
| 30D | -7.0% | -5.2% | -1.8% | -6.4% |
| 3M | +11.6% | +11.1% | +0.5% | +9.4% |
| 6M | -15.2% | -13.4% | -1.8% | -14.3% |
| YTD | -17.2% | +0.1% | -17.3% | -18.5% |
| 1Y | -24.8% | -36.1% | +11.3% | -21.2% |
| 3Y | -8.7% | -44.1% | +35.4% | -5.6% |
| All | -28.8% | -66.0% | +37.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling