-14.5%
DPZ vs FFIV
+33.5%
-48.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.4% |
| 7D | +10.1% | -9.8% | +19.9% | +9.5% |
| 30D | +14.6% | -28.1% | +42.7% | +12.9% |
| 3M | -6.8% | -20.0% | +13.3% | -7.0% |
| 6M | +4.4% | -0.1% | +4.5% | +2.7% |
| YTD | -16.8% | +29.2% | -46.0% | -19.0% |
| 1Y | -14.5% | +36.6% | -51.1% | -17.3% |
| All | -14.5% | +33.5% | -48.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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