+4.4%
DPZ vs FDS
+52.1%
-47.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.6% | +4.6% |
| 7D | +10.1% | +9.4% | +0.7% | +7.1% |
| 30D | +14.6% | +23.8% | -9.2% | +7.4% |
| 3M | -6.8% | +25.1% | -31.9% | -13.5% |
| 6M | +4.4% | +53.8% | -49.4% | -10.1% |
| All | +4.4% | +52.1% | -47.7% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling