-17.6%
DPZ vs BTSG
+115.9%
-133.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -1.1% |
| 7D | +2.2% | +3.8% | -1.6% | +2.2% |
| 30D | +6.7% | +13.7% | -7.0% | +6.9% |
| 3M | -4.5% | +18.0% | -22.5% | -4.2% |
| 6M | +3.3% | +32.2% | -28.9% | +3.4% |
| YTD | -19.4% | +93.6% | -113.0% | -20.9% |
| All | -17.6% | +115.9% | -133.5% | -19.5% |
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