-30.2%
DPZ vs FCUV
-99.9%
+69.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -3.5% | -4.7% | +1.1% | -3.5% |
| 30D | +5.7% | -23.2% | +28.9% | +5.7% |
| 3M | -7.5% | -49.2% | +41.7% | -7.4% |
| 6M | +6.2% | -9.2% | +15.4% | +6.8% |
| YTD | -19.8% | -90.6% | +70.8% | -18.3% |
| 1Y | -18.0% | -97.9% | +79.9% | -15.7% |
| 3Y | -8.8% | -99.5% | +90.7% | -4.5% |
| 5Y | -30.2% | -99.9% | +69.7% | -24.1% |
| All | -30.2% | -99.9% | +69.7% | -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