+124.0%
DPZ vs FDS
+135.4%
-11.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.1% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | +10.3% | +20.2% | -9.9% | +4.3% |
| 3M | -6.2% | +19.9% | -26.0% | -11.6% |
| 6M | +4.2% | +56.2% | -51.9% | -9.9% |
| YTD | -18.4% | +14.6% | -33.0% | -23.3% |
| 1Y | -14.9% | +31.6% | -46.5% | -23.7% |
| 3Y | -4.6% | -23.8% | +19.2% | +0.4% |
| 5Y | -27.4% | -22.6% | -4.8% | -24.8% |
| All | +124.0% | +135.4% | -11.4% | +74.9% |
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