-25.8%
DPZ vs FDS
-19.3%
-6.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +9.5% | +6.4% | +3.1% | +7.5% |
| 30D | +12.8% | +25.2% | -12.4% | +5.3% |
| 3M | -6.2% | +22.9% | -29.2% | -12.5% |
| 6M | +4.3% | +56.5% | -52.3% | -10.3% |
| YTD | -16.6% | +19.0% | -35.6% | -22.2% |
| 1Y | -12.8% | +32.7% | -45.5% | -22.1% |
| 3Y | -0.8% | -20.4% | +19.6% | +5.3% |
| 5Y | -25.8% | -19.6% | -6.2% | -21.1% |
| All | -25.8% | -19.3% | -6.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling