+132.0%
DPZ vs BRO
+307.7%
-175.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.5% | -3.4% | -0.2% | -2.4% |
| 30D | +5.7% | +12.4% | -6.8% | +1.4% |
| 3M | -7.5% | +0.4% | -7.9% | -7.7% |
| 6M | +6.2% | +29.6% | -23.4% | -2.5% |
| YTD | -19.8% | -9.5% | -10.3% | -17.9% |
| 1Y | -18.0% | -9.9% | -8.1% | -15.9% |
| 3Y | -8.8% | +0.2% | -9.0% | -10.4% |
| 5Y | -30.2% | +16.3% | -46.5% | -35.3% |
| 10Y | +132.0% | +297.2% | -165.2% | +54.2% |
| All | +132.0% | +307.7% | -175.7% | +54.2% |
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