-13.8%
DPZ vs FBTC
+65.3%
-79.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | -2.5% | +2.9% | -5.5% | -2.7% |
| 30D | -7.0% | +23.0% | -30.0% | -7.9% |
| 3M | +11.6% | +25.6% | -14.0% | +10.3% |
| 6M | -15.2% | +9.0% | -24.2% | -15.6% |
| YTD | -17.2% | -8.9% | -8.3% | -16.9% |
| 1Y | -24.8% | -27.5% | +2.7% | -23.6% |
| All | -13.8% | +65.3% | -79.1% | -20.1% |
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