-15.3%
DPZ vs BTSG
+406.1%
-421.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -2.5% | +2.7% | -5.3% | -2.7% |
| 30D | -7.0% | -3.6% | -3.3% | -6.7% |
| 3M | +11.6% | +5.8% | +5.8% | +10.3% |
| 6M | -15.2% | +44.7% | -59.9% | -19.4% |
| YTD | -17.2% | +62.2% | -79.4% | -22.6% |
| 1Y | -24.8% | +152.1% | -176.9% | -34.0% |
| All | -15.3% | +406.1% | -421.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling