+1,103.3%
DPZ vs FIVE
+868.1%
+235.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.5% |
| 7D | -2.5% | +4.3% | -6.8% | -3.2% |
| 30D | -7.0% | +12.5% | -19.5% | -8.7% |
| 3M | +11.6% | +31.2% | -19.6% | +6.9% |
| 6M | -15.2% | +14.4% | -29.5% | -17.5% |
| YTD | -17.2% | +33.9% | -51.1% | -21.5% |
| 1Y | -24.8% | +65.1% | -89.9% | -31.2% |
| 3Y | -8.7% | +49.0% | -57.6% | -18.5% |
| 5Y | -28.9% | +30.3% | -59.2% | -36.7% |
| 10Y | +153.6% | +481.1% | -327.5% | +71.4% |
| All | +1,103.3% | +868.1% | +235.2% | +692.6% |
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