+124.0%
DPZ vs BTG
+144.4%
-20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -2.3% |
| 7D | +6.6% | +17.4% | -10.8% | +5.3% |
| 30D | +10.3% | +8.0% | +2.3% | +9.5% |
| 3M | -6.2% | +32.5% | -38.7% | -8.5% |
| 6M | +4.2% | +21.6% | -17.3% | +2.0% |
| YTD | -18.4% | +21.2% | -39.6% | -20.6% |
| 1Y | -14.9% | +43.9% | -58.8% | -18.5% |
| 3Y | -4.6% | +78.6% | -83.2% | -11.5% |
| 5Y | -27.4% | +48.8% | -76.2% | -32.5% |
| All | +124.0% | +144.4% | -20.5% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling