-4.6%
DPZ vs BNS
+141.7%
-146.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +6.6% | -2.2% | +8.8% | +7.0% |
| 30D | +10.3% | +5.1% | +5.2% | +9.3% |
| 3M | -6.2% | +4.7% | -10.9% | -7.0% |
| 6M | +4.2% | +19.0% | -14.8% | +0.4% |
| YTD | -18.4% | +28.2% | -46.5% | -23.0% |
| 1Y | -14.9% | +43.4% | -58.3% | -22.4% |
| 3Y | -4.6% | +143.1% | -147.7% | -24.3% |
| All | -4.6% | +141.7% | -146.4% | -24.3% |
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