+152.4%
DPZ vs BTG
+139.8%
+12.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -1.5% | +4.8% | -6.3% | -1.8% |
| 30D | -4.4% | +8.3% | -12.8% | -5.1% |
| 3M | +7.6% | +32.3% | -24.7% | +5.0% |
| 6M | -16.9% | +3.0% | -19.9% | -17.6% |
| YTD | -18.6% | +21.9% | -40.5% | -20.7% |
| 1Y | -26.7% | +28.2% | -54.8% | -29.1% |
| 3Y | -9.3% | +99.9% | -109.2% | -16.5% |
| 5Y | -31.0% | +73.6% | -104.6% | -36.4% |
| 10Y | +152.4% | +136.5% | +15.8% | +126.2% |
| All | +152.4% | +139.8% | +12.5% | +126.2% |
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