-14.9%
DPZ vs BWA
+10.1%
-25.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.8% | -2.0% |
| 7D | +6.6% | -5.5% | +12.0% | +6.2% |
| 30D | +10.3% | -21.7% | +32.0% | +8.7% |
| 3M | -6.2% | -25.6% | +19.5% | -7.9% |
| 6M | +4.2% | -17.4% | +21.7% | +2.0% |
| YTD | -18.4% | +9.2% | -27.6% | -25.4% |
| 1Y | -14.9% | +9.7% | -24.7% | -22.3% |
| All | -14.9% | +10.1% | -25.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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