-9.3%
DPZ vs BRO
-6.1%
-3.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.9% | 0.0% |
| 7D | -1.5% | -5.4% | +3.9% | +0.5% |
| 30D | -4.4% | -4.3% | -0.1% | -2.9% |
| 3M | +7.6% | +17.8% | -10.2% | +2.5% |
| 6M | -16.9% | -6.8% | -10.2% | -15.5% |
| YTD | -18.6% | -13.8% | -4.8% | -15.4% |
| 1Y | -26.7% | -27.8% | +1.2% | -19.1% |
| 3Y | -9.3% | -4.7% | -4.6% | -5.9% |
| All | -9.3% | -6.1% | -3.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling