+121.1%
DPZ vs FLR
+17.5%
+103.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | -0.5% |
| 7D | +3.7% | +8.5% | -4.8% | +3.1% |
| 30D | +8.0% | -0.7% | +8.7% | +8.0% |
| 3M | -4.2% | -11.7% | +7.5% | -3.6% |
| 6M | +4.6% | +16.2% | -11.6% | +2.9% |
| YTD | -18.4% | +27.0% | -45.4% | -20.6% |
| 1Y | -16.8% | +10.1% | -26.8% | -18.2% |
| 3Y | -5.0% | +46.2% | -51.2% | -9.8% |
| 5Y | -27.8% | +121.4% | -149.2% | -33.9% |
| 10Y | +121.1% | +11.0% | +110.1% | +98.7% |
| All | +121.1% | +17.5% | +103.6% | +98.7% |
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