+124.0%
DPZ vs BR
+250.0%
-126.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.5% |
| 7D | +6.6% | +6.5% | +0.1% | +4.4% |
| 30D | +10.3% | +18.9% | -8.6% | +4.2% |
| 3M | -6.2% | +16.3% | -22.4% | -10.8% |
| 6M | +4.2% | +26.2% | -22.0% | -3.7% |
| YTD | -18.4% | -13.1% | -5.3% | -15.5% |
| 1Y | -14.9% | -10.5% | -4.5% | -12.8% |
| 3Y | -4.6% | +13.3% | -18.0% | -9.4% |
| 5Y | -27.4% | +19.9% | -47.3% | -33.3% |
| All | +124.0% | +250.0% | -126.1% | +48.7% |
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