+4.3%
DPZ vs FLR
-15.7%
+20.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | -0.5% |
| 7D | +9.5% | -5.4% | +14.9% | +8.7% |
| 30D | +12.8% | -13.5% | +26.3% | +10.9% |
| 3M | -6.2% | -10.8% | +4.6% | -6.8% |
| 6M | +4.3% | -15.1% | +19.4% | +3.8% |
| All | +4.3% | -15.7% | +20.0% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling