-14.6%
DPZ vs BTSG
+448.8%
-463.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.7% |
| 7D | +9.5% | +9.4% | +0.1% | +8.6% |
| 30D | +12.8% | +3.3% | +9.5% | +12.4% |
| 3M | -6.2% | +4.5% | -10.7% | -6.7% |
| 6M | +4.3% | +28.0% | -23.8% | +1.0% |
| YTD | -16.6% | +75.9% | -92.5% | -22.6% |
| 1Y | -12.8% | +101.5% | -114.4% | -20.6% |
| All | -14.6% | +448.8% | -463.5% | -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