-12.8%
DPZ vs FGI
+51.0%
-63.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | -11.6% | +21.1% | +9.5% |
| 30D | +12.8% | -3.3% | +16.1% | +12.8% |
| 3M | -6.2% | +65.6% | -71.8% | -6.0% |
| 6M | +4.3% | -2.8% | +7.0% | +4.6% |
| YTD | -16.6% | +30.1% | -46.7% | -13.8% |
| 1Y | -12.8% | +50.2% | -63.0% | -11.0% |
| All | -12.8% | +51.0% | -63.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling