-8.4%
DPZ vs FFIV
+136.9%
-145.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | -1.0% | -1.6% | -2.5% |
| 30D | -7.0% | -5.1% | -1.9% | -6.5% |
| 3M | +11.6% | -4.5% | +16.1% | +11.8% |
| 6M | -15.2% | +36.5% | -51.6% | -20.4% |
| YTD | -17.2% | +53.0% | -70.2% | -24.4% |
| 1Y | -24.8% | +24.2% | -49.1% | -28.5% |
| All | -8.4% | +136.9% | -145.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling