+5,541.0%
DPZ vs BRO
+725.9%
+4,815.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.7% |
| 7D | +3.7% | -1.0% | +4.6% | +4.2% |
| 30D | +8.0% | +13.2% | -5.2% | +1.7% |
| 3M | -4.2% | -0.1% | -4.1% | -4.4% |
| 6M | +4.6% | +26.8% | -22.2% | -6.9% |
| YTD | -18.4% | -10.0% | -8.4% | -15.5% |
| 1Y | -16.8% | -8.7% | -8.1% | -14.4% |
| 3Y | -5.0% | +1.1% | -6.1% | -9.0% |
| 5Y | -27.8% | +16.9% | -44.7% | -37.0% |
| 10Y | +121.1% | +311.3% | -190.2% | -9.3% |
| All | +5,541.0% | +725.9% | +4,815.1% | +1,396.9% |
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 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