+102.1%
DPZ vs FND
+69.4%
+32.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +6.6% | +7.7% | -1.1% | +5.2% |
| 30D | +10.3% | +11.9% | -1.6% | +8.1% |
| 3M | -6.2% | -14.6% | +8.4% | -4.0% |
| 6M | +4.2% | +0.5% | +3.8% | +3.3% |
| YTD | -18.4% | -15.8% | -2.6% | -17.3% |
| 1Y | -14.9% | -12.9% | -2.0% | -14.3% |
| 3Y | -4.6% | -34.2% | +29.5% | -2.4% |
| 5Y | -27.4% | -61.6% | +34.2% | -21.9% |
| All | +102.1% | +69.4% | +32.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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