+130.9%
DPZ vs BNS
+183.7%
-52.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +6.7% | +4.7% | +2.0% | +5.7% |
| 3M | -4.5% | +5.5% | -10.1% | -5.6% |
| 6M | +3.3% | +21.7% | -18.4% | -0.9% |
| YTD | -19.4% | +29.5% | -48.9% | -23.8% |
| 1Y | -17.3% | +41.9% | -59.2% | -23.3% |
| 3Y | -8.4% | +148.5% | -156.9% | -24.7% |
| 5Y | -28.2% | +80.3% | -108.5% | -38.1% |
| 10Y | +130.9% | +184.7% | -53.8% | +92.2% |
| All | +130.9% | +183.7% | -52.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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