-8.4%
DPZ vs BNS
+125.4%
-133.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -2.5% | +1.5% | -4.1% | -2.8% |
| 30D | -7.0% | +6.0% | -12.9% | -8.0% |
| 3M | +11.6% | +16.3% | -4.7% | +7.9% |
| 6M | -15.2% | +28.8% | -43.9% | -20.1% |
| YTD | -17.2% | +30.0% | -47.2% | -22.4% |
| 1Y | -24.8% | +50.7% | -75.6% | -32.7% |
| All | -8.4% | +125.4% | -133.8% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling