+121.1%
DPZ vs FDS
+135.1%
-14.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +3.7% | -5.0% | +8.6% | +5.2% |
| 30D | +8.0% | +13.8% | -5.7% | +3.9% |
| 3M | -4.2% | +14.8% | -19.0% | -8.5% |
| 6M | +4.6% | +47.4% | -42.8% | -8.0% |
| YTD | -18.4% | +14.2% | -32.6% | -23.3% |
| 1Y | -16.8% | +26.6% | -43.4% | -24.4% |
| 3Y | -5.0% | -24.4% | +19.4% | +0.3% |
| 5Y | -27.8% | -22.6% | -5.2% | -25.2% |
| 10Y | +121.1% | +130.0% | -8.9% | +73.0% |
| All | +121.1% | +135.1% | -14.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling