+5,622.1%
DPZ vs BG
+382.6%
+5,239.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.5% | +2.8% | -5.3% | -3.1% |
| 30D | -7.0% | +12.0% | -19.0% | -9.2% |
| 3M | +11.6% | -7.7% | +19.3% | +13.0% |
| 6M | -15.2% | +4.5% | -19.7% | -16.5% |
| YTD | -17.2% | +35.7% | -52.9% | -23.0% |
| 1Y | -24.8% | +50.1% | -74.9% | -31.8% |
| 3Y | -8.7% | +12.6% | -21.3% | -13.1% |
| 5Y | -28.9% | +75.4% | -104.3% | -39.9% |
| 10Y | +153.6% | +150.5% | +3.2% | +83.9% |
| All | +5,622.1% | +382.6% | +5,239.5% | +3,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling