+121.1%
DPZ vs BG
+95.6%
+25.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +3.7% | +7.4% | -3.7% | +2.9% |
| 30D | +8.0% | -1.5% | +9.5% | +8.1% |
| 3M | -4.2% | -6.1% | +1.9% | -3.7% |
| 6M | +4.6% | -18.0% | +22.6% | +6.5% |
| YTD | -18.4% | +15.6% | -34.1% | -20.3% |
| 1Y | -16.8% | +9.6% | -26.3% | -18.2% |
| 3Y | -5.0% | +6.3% | -11.3% | -7.3% |
| 5Y | -27.8% | +24.6% | -52.4% | -31.5% |
| 10Y | +121.1% | +98.1% | +22.9% | +82.4% |
| All | +121.1% | +95.6% | +25.4% | +82.4% |
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