-28.8%
DPZ vs FND
-60.2%
+31.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -2.5% | -5.2% | +2.7% | -1.6% |
| 30D | -7.0% | -19.9% | +12.9% | -3.1% |
| 3M | +11.6% | +2.7% | +8.9% | +10.3% |
| 6M | -15.2% | -21.7% | +6.5% | -12.0% |
| YTD | -17.2% | -17.5% | +0.3% | -15.4% |
| 1Y | -24.8% | -39.3% | +14.5% | -18.7% |
| 3Y | -8.7% | -49.8% | +41.1% | -1.2% |
| All | -28.8% | -60.2% | +31.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling