+137.2%
DPZ vs BRO
+295.1%
-157.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -8.6% | -8.6% | 0.0% | -5.8% |
| 30D | -11.2% | -6.9% | -4.3% | -9.0% |
| 3M | +1.4% | +10.5% | -9.0% | -1.6% |
| 6M | -19.9% | -2.8% | -17.1% | -19.3% |
| YTD | -23.0% | -16.1% | -6.9% | -19.1% |
| 1Y | -28.2% | -27.6% | -0.6% | -21.1% |
| 3Y | -14.2% | -7.3% | -6.9% | -13.3% |
| 5Y | -33.4% | +19.0% | -52.4% | -38.3% |
| All | +137.2% | +295.1% | -157.9% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling