-27.5%
DPZ vs BG
+21.4%
-48.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | +6.6% | +2.5% | +4.0% | +6.3% |
| 30D | +10.3% | -6.1% | +16.4% | +10.9% |
| 3M | -6.2% | -8.5% | +2.3% | -5.5% |
| 6M | +4.2% | -20.4% | +24.6% | +6.5% |
| YTD | -18.4% | +13.3% | -31.7% | -20.5% |
| 1Y | -14.9% | +7.3% | -22.2% | -16.6% |
| 3Y | -4.6% | +2.6% | -7.2% | -7.4% |
| All | -27.5% | +21.4% | -48.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling