+1,112.7%
DPZ vs FIVE
+826.1%
+286.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.9% |
| 7D | +9.5% | -1.7% | +11.2% | +9.8% |
| 30D | +12.8% | +14.9% | -2.1% | +10.4% |
| 3M | -6.2% | +7.6% | -13.9% | -7.5% |
| 6M | +4.3% | +6.4% | -2.2% | +2.6% |
| YTD | -16.6% | +28.1% | -44.7% | -20.4% |
| 1Y | -12.8% | +54.7% | -67.5% | -19.3% |
| 3Y | -0.8% | +36.1% | -36.9% | -10.2% |
| 5Y | -25.8% | +14.9% | -40.7% | -32.6% |
| 10Y | +130.9% | +578.8% | -448.0% | +52.6% |
| All | +1,112.7% | +826.1% | +286.6% | +703.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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