+5,622.1%
DPZ vs FLR
+204.7%
+5,417.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -2.5% | +5.4% | -8.0% | -3.4% |
| 30D | -7.0% | +11.4% | -18.3% | -9.0% |
| 3M | +11.6% | +11.4% | +0.2% | +8.5% |
| 6M | -15.2% | +16.6% | -31.8% | -18.9% |
| YTD | -17.2% | +41.7% | -59.0% | -23.7% |
| 1Y | -24.8% | +35.4% | -60.3% | -30.5% |
| 3Y | -8.7% | +57.3% | -66.0% | -20.8% |
| 5Y | -28.9% | +241.0% | -269.9% | -48.3% |
| 10Y | +153.6% | +16.6% | +137.0% | +95.6% |
| All | +5,622.1% | +204.7% | +5,417.4% | +2,871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling