-30.1%
DPZ vs BTG
+30.7%
-60.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.7% | +1.8% |
| 7D | -2.5% | -5.9% | +3.4% | -2.0% |
| 30D | +12.5% | -5.0% | +17.5% | +12.9% |
| 3M | -5.2% | -4.5% | -0.8% | -5.2% |
| 6M | +8.8% | -7.0% | +15.8% | +8.9% |
| YTD | -18.7% | +11.4% | -30.0% | -21.0% |
| 1Y | -15.7% | +20.1% | -35.8% | -19.0% |
| 3Y | -7.5% | +81.5% | -89.0% | -17.9% |
| 5Y | -30.1% | +32.1% | -62.2% | -34.9% |
| All | -30.1% | +30.7% | -60.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling