-6.2%
DPZ vs FND
-14.8%
+8.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.4% |
| 7D | +9.5% | +2.2% | +7.3% | +8.2% |
| 30D | +12.8% | +9.6% | +3.2% | +8.9% |
| 3M | -6.2% | -17.9% | +11.7% | -2.4% |
| All | -6.2% | -14.8% | +8.5% | -2.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling