-18.0%
DPZ vs BRO
-8.5%
-9.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.5% | -3.4% | -0.2% | -2.2% |
| 30D | +5.7% | +12.4% | -6.8% | +0.7% |
| 3M | -7.5% | +0.4% | -7.9% | -7.7% |
| 6M | +6.2% | +29.6% | -23.4% | -0.4% |
| YTD | -19.8% | -9.5% | -10.3% | -20.9% |
| 1Y | -18.0% | -9.9% | -8.1% | -19.2% |
| All | -18.0% | -8.5% | -9.5% | -19.2% |
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 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