-13.1%
DPZ vs FBTC
+57.6%
-70.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.5% |
| 7D | +9.5% | -5.8% | +15.3% | +9.8% |
| 30D | +12.8% | -11.2% | +24.0% | +13.4% |
| 3M | -6.2% | +17.3% | -23.5% | -7.0% |
| 6M | +4.3% | -6.9% | +11.2% | +4.5% |
| YTD | -16.6% | -13.2% | -3.4% | -16.1% |
| 1Y | -12.8% | -26.9% | +14.1% | -11.5% |
| All | -13.1% | +57.6% | -70.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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