-14.5%
DPZ vs BRO
-3.8%
-10.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.3% | +3.7% |
| 7D | +10.1% | +12.2% | -2.1% | +5.1% |
| 30D | +14.6% | +21.3% | -6.7% | +5.9% |
| 3M | -6.8% | +4.1% | -10.8% | -8.3% |
| 6M | +4.4% | +28.9% | -24.5% | -2.8% |
| YTD | -16.8% | -6.6% | -10.2% | -18.6% |
| 1Y | -14.5% | -5.6% | -8.9% | -17.0% |
| All | -14.5% | -3.8% | -10.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling