-14.9%
DPZ vs BTSG
+104.4%
-119.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.1% |
| 7D | +6.6% | +0.4% | +6.2% | +6.6% |
| 30D | +10.3% | +5.3% | +5.0% | +10.3% |
| 3M | -6.2% | +10.8% | -17.0% | -6.0% |
| 6M | +4.2% | +27.3% | -23.1% | +4.1% |
| YTD | -18.4% | +79.3% | -97.7% | -20.2% |
| 1Y | -14.9% | +106.0% | -120.9% | -17.8% |
| All | -14.9% | +104.4% | -119.3% | -17.8% |
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