+124.0%
DPZ vs FFIV
+126.1%
-2.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.6% | -8.1% | +14.7% | +8.4% |
| 30D | +10.3% | -33.4% | +43.7% | +19.5% |
| 3M | -6.2% | -24.7% | +18.6% | -1.5% |
| 6M | +4.2% | -8.8% | +13.1% | +3.6% |
| YTD | -18.4% | +21.8% | -40.2% | -25.5% |
| 1Y | -14.9% | +25.3% | -40.2% | -23.0% |
| 3Y | -4.6% | +101.2% | -105.8% | -26.5% |
| 5Y | -27.4% | +40.2% | -67.6% | -39.2% |
| All | +124.0% | +126.1% | -2.1% | +54.5% |
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