-25.8%
DPZ vs FLR
+113.3%
-139.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.6% |
| 7D | +9.5% | -5.4% | +14.9% | +9.9% |
| 30D | +12.8% | -13.5% | +26.3% | +13.8% |
| 3M | -6.2% | -10.8% | +4.6% | -5.8% |
| 6M | +4.3% | -15.1% | +19.4% | +4.8% |
| YTD | -16.6% | +13.5% | -30.1% | -19.2% |
| 1Y | -12.8% | -5.1% | -7.7% | -13.9% |
| 3Y | -0.8% | +22.7% | -23.5% | -8.4% |
| 5Y | -25.8% | +94.8% | -120.6% | -37.3% |
| All | -25.8% | +113.3% | -139.1% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling