+128.9%
DPZ vs BURL
+258.4%
-129.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +9.5% | +3.5% | +6.0% | +8.9% |
| 30D | +12.8% | -9.3% | +22.1% | +14.4% |
| 3M | -6.2% | -32.1% | +25.9% | -0.9% |
| 6M | +4.3% | -19.8% | +24.1% | +7.2% |
| YTD | -16.6% | -13.2% | -3.4% | -15.5% |
| 1Y | -12.8% | -7.8% | -5.0% | -12.9% |
| 3Y | -0.8% | +89.3% | -90.2% | -13.0% |
| 5Y | -25.8% | -15.8% | -10.0% | -29.0% |
| All | +128.9% | +258.4% | -129.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling