-28.8%
DPZ vs BURL
-11.0%
-17.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -2.5% | -2.8% | +0.2% | -2.1% |
| 30D | -7.0% | -28.2% | +21.2% | -1.8% |
| 3M | +11.6% | -17.6% | +29.2% | +15.0% |
| 6M | -15.2% | -11.8% | -3.4% | -13.9% |
| YTD | -17.2% | -8.1% | -9.1% | -16.8% |
| 1Y | -24.8% | -12.0% | -12.9% | -24.2% |
| 3Y | -8.7% | +63.3% | -72.0% | -19.6% |
| All | -28.8% | -11.0% | -17.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling