+121.1%
DPZ vs FFIV
+132.4%
-11.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.5% |
| 7D | +3.7% | -2.1% | +5.8% | +4.1% |
| 30D | +8.0% | -33.8% | +41.8% | +17.3% |
| 3M | -4.2% | -20.6% | +16.4% | -0.7% |
| 6M | +4.6% | -10.2% | +14.8% | +4.4% |
| YTD | -18.4% | +24.5% | -42.9% | -25.9% |
| 1Y | -16.8% | +29.3% | -46.1% | -25.2% |
| 3Y | -5.0% | +103.8% | -108.8% | -27.0% |
| 5Y | -27.8% | +40.9% | -68.7% | -39.6% |
| 10Y | +121.1% | +126.6% | -5.5% | +54.0% |
| All | +121.1% | +132.4% | -11.3% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling