-16.5%
DPZ vs FGI
-70.4%
+53.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -1.7% |
| 7D | -2.5% | +0.5% | -3.1% | -2.5% |
| 30D | -7.0% | +65.4% | -72.4% | -7.2% |
| 3M | +11.6% | +23.5% | -11.9% | +11.4% |
| 6M | -15.2% | +60.5% | -75.7% | -15.2% |
| YTD | -17.2% | +30.0% | -47.2% | -17.2% |
| 1Y | -24.8% | +82.1% | -106.9% | -25.2% |
| 3Y | -8.7% | -4.4% | -4.3% | -8.5% |
| All | -16.5% | -70.4% | +53.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling