+132.0%
DPZ vs BR
+280.7%
-148.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.5% | +1.9% | -5.4% | -4.2% |
| 30D | +5.7% | +15.9% | -10.2% | +0.6% |
| 3M | -7.5% | +13.7% | -21.1% | -11.3% |
| 6M | +6.2% | +31.0% | -24.8% | -3.1% |
| YTD | -19.8% | -12.0% | -7.8% | -17.3% |
| 1Y | -18.0% | -11.5% | -6.5% | -15.6% |
| 3Y | -8.8% | +14.9% | -23.7% | -13.8% |
| 5Y | -30.2% | +20.1% | -50.3% | -36.0% |
| 10Y | +132.0% | +278.9% | -146.9% | +50.8% |
| All | +132.0% | +280.7% | -148.7% | +50.8% |
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