+5,622.1%
DPZ vs BRO
+728.7%
+4,893.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -2.5% | -2.6% | 0.0% | -1.3% |
| 30D | -7.0% | +0.9% | -7.9% | -7.3% |
| 3M | +11.6% | +24.8% | -13.2% | +0.5% |
| 6M | -15.2% | -0.1% | -15.1% | -15.7% |
| YTD | -17.2% | -9.7% | -7.5% | -14.2% |
| 1Y | -24.8% | -24.5% | -0.4% | -15.5% |
| 3Y | -8.7% | -1.6% | -7.0% | -11.2% |
| 5Y | -28.9% | +25.6% | -54.5% | -40.3% |
| 10Y | +153.6% | +309.8% | -156.2% | +4.5% |
| All | +5,622.1% | +728.7% | +4,893.5% | +1,420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling