+5,622.1%
DPZ vs BN
+2,122.2%
+3,499.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.5% | -2.5% | -0.1% | -1.7% |
| 30D | -7.0% | -9.5% | +2.5% | -3.5% |
| 3M | +11.6% | -10.4% | +22.0% | +16.0% |
| 6M | -15.2% | -6.4% | -8.8% | -13.7% |
| YTD | -17.2% | -11.9% | -5.4% | -14.3% |
| 1Y | -24.8% | -8.6% | -16.2% | -23.7% |
| 3Y | -8.7% | +77.6% | -86.2% | -30.0% |
| 5Y | -28.9% | +37.0% | -65.9% | -41.3% |
| 10Y | +153.6% | +266.4% | -112.8% | +26.6% |
| All | +5,622.1% | +2,122.2% | +3,499.9% | +1,353.5% |
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 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