+5,666.8%
DPZ vs BG
+300.6%
+5,366.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +9.5% | +2.6% | +6.9% | +8.9% |
| 30D | +12.8% | -8.2% | +21.0% | +14.6% |
| 3M | -6.2% | -7.0% | +0.8% | -5.2% |
| 6M | +4.3% | -23.5% | +27.7% | +9.3% |
| YTD | -16.6% | +12.6% | -29.2% | -19.6% |
| 1Y | -12.8% | +5.8% | -18.6% | -14.9% |
| 3Y | -0.8% | +1.4% | -2.2% | -3.8% |
| 5Y | -25.8% | +21.3% | -47.1% | -32.3% |
| 10Y | +130.9% | +90.7% | +40.2% | +77.8% |
| All | +5,666.8% | +300.6% | +5,366.1% | +3,220.4% |
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