-25.8%
DPZ vs BEN
+12.5%
-38.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.6% |
| 7D | +9.5% | -0.4% | +9.9% | +9.6% |
| 30D | +12.8% | -0.7% | +13.5% | +13.0% |
| 3M | -6.2% | -6.8% | +0.6% | -4.6% |
| 6M | +4.3% | +7.9% | -3.6% | +1.7% |
| YTD | -16.6% | +39.6% | -56.2% | -24.7% |
| 1Y | -12.8% | +48.5% | -61.4% | -22.9% |
| 3Y | -0.8% | +55.7% | -56.5% | -16.5% |
| 5Y | -25.8% | +15.1% | -40.9% | -34.5% |
| All | -25.8% | +12.5% | -38.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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