-29.9%
DPZ vs BG
+22.9%
-52.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +2.2% | +5.0% | -2.8% | +1.7% |
| 30D | +6.7% | -3.2% | +9.9% | +7.0% |
| 3M | -4.5% | -11.2% | +6.7% | -3.5% |
| 6M | +3.3% | -19.4% | +22.7% | +5.4% |
| YTD | -19.4% | +13.6% | -33.1% | -21.5% |
| 1Y | -17.3% | +7.3% | -24.5% | -18.8% |
| 3Y | -8.4% | +3.8% | -12.2% | -11.1% |
| All | -29.9% | +22.9% | -52.8% | -35.8% |
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