+5,471.5%
DPZ vs BNS
+830.3%
+4,641.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +6.7% | +4.7% | +2.0% | +4.5% |
| 3M | -4.5% | +5.5% | -10.1% | -7.1% |
| 6M | +3.3% | +21.7% | -18.4% | -5.8% |
| YTD | -19.4% | +29.5% | -48.9% | -28.8% |
| 1Y | -17.3% | +41.9% | -59.2% | -29.9% |
| 3Y | -8.4% | +148.5% | -156.9% | -40.1% |
| 5Y | -28.2% | +80.3% | -108.5% | -46.6% |
| 10Y | +130.9% | +184.7% | -53.8% | +28.5% |
| All | +5,471.5% | +830.3% | +4,641.2% | +1,990.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling