-6.5%
DPZ vs BTG
+83.9%
-90.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.7% | +1.7% |
| 7D | -2.5% | -5.9% | +3.4% | -2.0% |
| 30D | +12.5% | -5.0% | +17.5% | +12.8% |
| 3M | -5.2% | -4.5% | -0.8% | -5.2% |
| 6M | +8.8% | -7.0% | +15.8% | +9.1% |
| YTD | -18.7% | +11.4% | -30.0% | -20.6% |
| 1Y | -15.7% | +20.1% | -35.8% | -18.5% |
| All | -6.5% | +83.9% | -90.5% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling