+132.0%
DPZ vs BG
+100.9%
+31.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -3.5% | +3.4% | -6.9% | -3.9% |
| 30D | +5.7% | -3.8% | +9.5% | +6.0% |
| 3M | -7.5% | -9.6% | +2.1% | -6.6% |
| 6M | +6.2% | -19.5% | +25.7% | +8.3% |
| YTD | -19.8% | +14.6% | -34.4% | -21.6% |
| 1Y | -18.0% | +6.6% | -24.6% | -19.1% |
| 3Y | -8.8% | +4.7% | -13.5% | -10.8% |
| 5Y | -30.2% | +22.1% | -52.3% | -33.6% |
| 10Y | +132.0% | +109.2% | +22.9% | +94.5% |
| All | +132.0% | +100.9% | +31.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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