+124.0%
DPZ vs BN
+271.1%
-147.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | +6.6% | +5.3% | +1.2% | +5.2% |
| 30D | +10.3% | +11.9% | -1.6% | +7.2% |
| 3M | -6.2% | -5.7% | -0.4% | -4.8% |
| 6M | +4.2% | -10.6% | +14.9% | +6.9% |
| YTD | -18.4% | -9.4% | -9.0% | -17.0% |
| 1Y | -14.9% | -8.8% | -6.1% | -13.8% |
| 3Y | -4.6% | +95.6% | -100.3% | -21.5% |
| 5Y | -27.4% | +30.2% | -57.6% | -35.7% |
| All | +124.0% | +271.1% | -147.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling