+138.9%
DPZ vs BG
+107.5%
+31.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | -2.5% | +1.5% | -3.9% | -2.6% |
| 30D | +12.5% | -7.0% | +19.6% | +13.3% |
| 3M | -5.2% | -10.0% | +4.8% | -4.3% |
| 6M | +8.8% | -19.8% | +28.6% | +11.0% |
| YTD | -18.7% | +14.3% | -32.9% | -20.5% |
| 1Y | -15.7% | +6.5% | -22.2% | -16.9% |
| 3Y | -7.5% | +4.4% | -11.9% | -9.5% |
| 5Y | -30.1% | +20.2% | -50.3% | -33.4% |
| All | +138.9% | +107.5% | +31.4% | +98.1% |
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