+132.0%
DPZ vs FLR
+9.0%
+123.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.5% | +6.3% | -9.9% | -3.9% |
| 30D | +5.7% | +1.8% | +3.9% | +5.5% |
| 3M | -7.5% | -4.4% | -3.1% | -7.4% |
| 6M | +6.2% | +15.9% | -9.7% | +4.5% |
| YTD | -19.8% | +27.7% | -47.5% | -21.9% |
| 1Y | -18.0% | +11.6% | -29.6% | -19.4% |
| 3Y | -8.8% | +39.9% | -48.7% | -13.2% |
| 5Y | -30.2% | +127.5% | -157.7% | -36.3% |
| 10Y | +132.0% | +11.6% | +120.4% | +107.8% |
| All | +132.0% | +9.0% | +123.0% | +107.8% |
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