+121.1%
DPZ vs BN
+289.4%
-168.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.9% | -1.0% |
| 7D | +3.7% | +3.6% | 0.0% | +2.7% |
| 30D | +8.0% | +15.9% | -7.8% | +4.1% |
| 3M | -4.2% | -2.3% | -1.9% | -3.7% |
| 6M | +4.6% | -8.4% | +13.0% | +6.6% |
| YTD | -18.4% | -5.9% | -12.5% | -17.8% |
| 1Y | -16.8% | -5.6% | -11.2% | -16.4% |
| 3Y | -5.0% | +104.2% | -109.3% | -22.7% |
| 5Y | -27.8% | +35.5% | -63.3% | -36.7% |
| 10Y | +121.1% | +285.2% | -164.2% | +43.0% |
| All | +121.1% | +289.4% | -168.3% | +43.0% |
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