-12.8%
DPZ vs FDS
+31.7%
-44.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +9.5% | +6.4% | +3.1% | +7.9% |
| 30D | +12.8% | +25.2% | -12.4% | +6.9% |
| 3M | -6.2% | +22.9% | -29.2% | -11.1% |
| 6M | +4.3% | +56.5% | -52.3% | -6.6% |
| YTD | -16.6% | +19.0% | -35.6% | -22.3% |
| 1Y | -12.8% | +32.7% | -45.5% | -21.9% |
| All | -12.8% | +31.7% | -44.5% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling