+154.5%
DPZ vs BG
+148.6%
+5.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.5% | +2.8% | -5.3% | -2.8% |
| 30D | -7.0% | +12.0% | -19.0% | -8.1% |
| 3M | +11.6% | -7.7% | +19.3% | +12.4% |
| 6M | -15.2% | +4.5% | -19.7% | -15.9% |
| YTD | -17.2% | +35.7% | -52.9% | -20.4% |
| 1Y | -24.8% | +50.1% | -74.9% | -28.7% |
| 3Y | -8.7% | +12.6% | -21.3% | -11.3% |
| 5Y | -28.9% | +75.4% | -104.3% | -34.8% |
| All | +154.5% | +148.6% | +5.9% | +106.3% |
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