+5,650.9%
DPZ vs BN
+2,280.4%
+3,370.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.6% | +3.2% |
| 7D | +10.1% | +12.0% | -1.9% | +5.6% |
| 30D | +14.6% | +17.0% | -2.4% | +8.2% |
| 3M | -6.8% | -3.2% | -3.5% | -5.7% |
| 6M | +4.4% | -3.9% | +8.2% | +5.5% |
| YTD | -16.8% | -5.6% | -11.2% | -16.1% |
| 1Y | -14.5% | -4.7% | -9.7% | -14.2% |
| 3Y | -1.1% | +98.4% | -99.5% | -27.0% |
| 5Y | -28.0% | +37.8% | -65.8% | -40.5% |
| 10Y | +130.2% | +292.7% | -162.5% | +12.1% |
| All | +5,650.9% | +2,280.4% | +3,370.6% | +1,324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling