+124.0%
DPZ vs FLR
+11.0%
+113.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.4% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | +10.3% | -9.1% | +19.4% | +10.9% |
| 3M | -6.2% | -4.7% | -1.5% | -6.2% |
| 6M | +4.2% | -14.2% | +18.5% | +4.6% |
| YTD | -18.4% | +17.3% | -35.7% | -20.2% |
| 1Y | -14.9% | +4.3% | -19.2% | -16.1% |
| 3Y | -4.6% | +30.7% | -35.4% | -8.8% |
| 5Y | -27.4% | +101.3% | -128.7% | -33.2% |
| All | +124.0% | +11.0% | +113.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling