-28.8%
DPZ vs BTG
+72.3%
-101.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -2.5% | -0.9% | -1.7% | -2.5% |
| 30D | -7.0% | +36.8% | -43.8% | -9.9% |
| 3M | +11.6% | +23.1% | -11.5% | +9.0% |
| 6M | -15.2% | +3.5% | -18.6% | -15.9% |
| YTD | -17.2% | +25.5% | -42.7% | -20.2% |
| 1Y | -24.8% | +40.1% | -64.9% | -28.9% |
| 3Y | -8.7% | +101.1% | -109.8% | -18.9% |
| All | -28.8% | +72.3% | -101.2% | -38.0% |
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 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