-8.4%
DPZ vs BN
+77.7%
-86.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.5% | -2.5% | -0.1% | -2.0% |
| 30D | -7.0% | -9.5% | +2.5% | -4.7% |
| 3M | +11.6% | -10.4% | +22.0% | +14.4% |
| 6M | -15.2% | -6.4% | -8.8% | -14.2% |
| YTD | -17.2% | -11.9% | -5.4% | -15.3% |
| 1Y | -24.8% | -8.6% | -16.2% | -24.2% |
| All | -8.4% | +77.7% | -86.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling