-2.5%
DPZ vs FLR
+23.3%
-25.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +9.5% | -5.4% | +14.9% | +9.7% |
| 30D | +12.8% | -13.5% | +26.3% | +13.4% |
| 3M | -6.2% | -10.8% | +4.6% | -6.0% |
| 6M | +4.3% | -15.1% | +19.4% | +4.6% |
| YTD | -16.6% | +13.5% | -30.1% | -19.0% |
| 1Y | -12.8% | -5.1% | -7.7% | -13.7% |
| All | -2.5% | +23.3% | -25.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling