+323.4%
DPZ vs FCUV
-97.9%
+421.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.2% |
| 7D | +6.6% | -13.0% | +19.5% | +6.5% |
| 30D | +10.3% | -36.9% | +47.2% | +10.2% |
| 3M | -6.2% | -65.3% | +59.2% | -6.2% |
| 6M | +4.2% | -32.9% | +37.1% | +4.8% |
| YTD | -18.4% | -91.2% | +72.8% | -18.0% |
| 1Y | -14.9% | -98.2% | +83.3% | -14.6% |
| 3Y | -4.6% | -99.6% | +95.0% | -4.2% |
| 5Y | -27.4% | -99.9% | +72.5% | -27.1% |
| 10Y | +125.9% | -99.3% | +225.2% | +134.1% |
| All | +323.4% | -97.9% | +421.3% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling