-2.5%
DPZ vs FFIV
+102.8%
-105.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +0.7% |
| 7D | +9.5% | -14.2% | +23.7% | +10.8% |
| 30D | +12.8% | -33.6% | +46.4% | +16.4% |
| 3M | -6.2% | -24.2% | +18.0% | -4.6% |
| 6M | +4.3% | -8.3% | +12.5% | +2.5% |
| YTD | -16.6% | +22.1% | -38.7% | -22.6% |
| 1Y | -12.8% | +26.5% | -39.3% | -19.7% |
| All | -2.5% | +102.8% | -105.3% | -25.0% |
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 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