-28.8%
DPZ vs FCUV
-99.5%
+70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.7% | +11.9% | -1.7% |
| 7D | -2.5% | +62.8% | -65.4% | -2.5% |
| 30D | -7.0% | +66.5% | -73.5% | -6.9% |
| 3M | +11.6% | +459.9% | -448.3% | +12.0% |
| 6M | -15.2% | -12.4% | -2.8% | -13.9% |
| YTD | -17.2% | -47.5% | +30.3% | -15.8% |
| 1Y | -24.8% | -80.5% | +55.7% | -23.1% |
| 3Y | -8.7% | -97.6% | +89.0% | -4.1% |
| All | -28.8% | -99.5% | +70.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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