-28.8%
DPZ vs BR
+11.2%
-40.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.3% |
| 7D | -2.5% | -5.3% | +2.7% | -0.3% |
| 30D | -7.0% | +6.4% | -13.4% | -9.6% |
| 3M | +11.6% | +13.6% | -2.0% | +5.2% |
| 6M | -15.2% | -6.7% | -8.5% | -13.5% |
| YTD | -17.2% | -21.1% | +3.8% | -9.4% |
| 1Y | -24.8% | -29.6% | +4.7% | -13.4% |
| 3Y | -8.7% | -2.4% | -6.3% | -10.3% |
| All | -28.8% | +11.2% | -40.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling