-28.6%
DPZ vs BRO
-29.4%
+0.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -3.3% |
| 7D | -7.3% | -7.6% | +0.4% | -4.7% |
| 30D | -7.6% | -6.9% | -0.7% | -5.2% |
| 3M | +1.8% | +12.8% | -11.0% | -0.1% |
| 6M | -21.8% | -5.9% | -16.0% | -21.4% |
| YTD | -22.0% | -15.9% | -6.1% | -20.6% |
| 1Y | -28.6% | -28.1% | -0.5% | -26.7% |
| All | -28.6% | -29.4% | +0.8% | -26.7% |
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