-14.9%
DPZ vs BG
+4.9%
-19.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | +6.6% | +2.5% | +4.0% | +6.5% |
| 30D | +10.3% | -6.1% | +16.4% | +10.3% |
| 3M | -6.2% | -8.5% | +2.3% | -6.1% |
| 6M | +4.2% | -20.4% | +24.6% | +5.5% |
| YTD | -18.4% | +13.3% | -31.7% | -27.1% |
| 1Y | -14.9% | +7.3% | -22.2% | -21.3% |
| All | -14.9% | +4.9% | -19.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling