+155.0%
DPZ vs FFIV
+214.3%
-59.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | -1.0% | -1.6% | -2.4% |
| 30D | -7.0% | -5.1% | -1.9% | -6.0% |
| 3M | +11.6% | -4.5% | +16.1% | +12.1% |
| 6M | -15.2% | +36.5% | -51.6% | -22.6% |
| YTD | -17.2% | +53.0% | -70.2% | -27.2% |
| 1Y | -24.8% | +24.2% | -49.1% | -30.4% |
| 3Y | -8.7% | +137.2% | -145.9% | -30.8% |
| 5Y | -28.9% | +91.8% | -120.7% | -43.8% |
| All | +155.0% | +214.3% | -59.3% | +70.7% |
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