+121.1%
DPZ vs BNS
+186.8%
-65.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +3.7% | -0.8% | +4.4% | +3.8% |
| 30D | +8.0% | +5.5% | +2.5% | +6.9% |
| 3M | -4.2% | +6.0% | -10.2% | -5.4% |
| 6M | +4.6% | +22.6% | -18.0% | +0.2% |
| YTD | -18.4% | +30.5% | -48.9% | -23.0% |
| 1Y | -16.8% | +44.1% | -60.9% | -23.1% |
| 3Y | -5.0% | +150.8% | -155.8% | -22.1% |
| 5Y | -27.8% | +80.7% | -108.5% | -37.9% |
| 10Y | +121.1% | +185.2% | -64.1% | +78.1% |
| All | +121.1% | +186.8% | -65.8% | +78.1% |
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