-25.8%
DPZ vs FFIV
+39.3%
-65.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.3% |
| 7D | +9.5% | -14.2% | +23.7% | +12.6% |
| 30D | +12.8% | -33.6% | +46.4% | +21.4% |
| 3M | -6.2% | -24.2% | +18.0% | -2.3% |
| 6M | +4.3% | -8.3% | +12.5% | +2.6% |
| YTD | -16.6% | +22.1% | -38.7% | -25.0% |
| 1Y | -12.8% | +26.5% | -39.3% | -22.5% |
| 3Y | -0.8% | +102.3% | -103.2% | -28.5% |
| 5Y | -25.8% | +40.6% | -66.4% | -39.5% |
| All | -25.8% | +39.3% | -65.1% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling