-24.8%
DPZ vs BTSG
+152.4%
-177.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -2.5% | +2.7% | -5.3% | -2.5% |
| 30D | -7.0% | -3.6% | -3.3% | -6.9% |
| 3M | +11.6% | +5.8% | +5.8% | +11.5% |
| 6M | -15.2% | +44.7% | -59.9% | -16.1% |
| YTD | -17.2% | +62.2% | -79.4% | -18.5% |
| 1Y | -24.8% | +152.1% | -176.9% | -26.1% |
| All | -24.8% | +152.4% | -177.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling