-7.8%
DPZ vs BR
+15.2%
-23.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.5% | +1.9% | -5.4% | -4.3% |
| 30D | +5.7% | +15.9% | -10.2% | -0.5% |
| 3M | -7.5% | +13.7% | -21.1% | -12.2% |
| 6M | +6.2% | +31.0% | -24.8% | -5.3% |
| YTD | -19.8% | -12.0% | -7.8% | -16.6% |
| 1Y | -18.0% | -11.5% | -6.5% | -14.9% |
| All | -7.8% | +15.2% | -23.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling