+121.1%
DPZ vs BR
+266.7%
-145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +3.7% | +4.4% | -0.7% | +2.2% |
| 30D | +8.0% | +16.3% | -8.2% | +2.7% |
| 3M | -4.2% | +16.2% | -20.4% | -9.0% |
| 6M | +4.6% | +30.3% | -25.7% | -4.5% |
| YTD | -18.4% | -12.2% | -6.2% | -15.8% |
| 1Y | -16.8% | -11.3% | -5.5% | -14.4% |
| 3Y | -5.0% | +15.2% | -20.3% | -10.4% |
| 5Y | -27.8% | +18.0% | -45.8% | -33.6% |
| 10Y | +121.1% | +268.7% | -147.6% | +35.6% |
| All | +121.1% | +266.7% | -145.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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