+106.5%
DPZ vs FND
+70.1%
+36.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | +9.5% | +2.2% | +7.3% | +9.0% |
| 30D | +12.8% | +9.6% | +3.2% | +11.0% |
| 3M | -6.2% | -17.9% | +11.7% | -3.5% |
| 6M | +4.3% | +6.6% | -2.3% | +2.3% |
| YTD | -16.6% | -15.5% | -1.1% | -15.5% |
| 1Y | -12.8% | -16.2% | +3.4% | -11.7% |
| 3Y | -0.8% | -36.3% | +35.4% | +2.1% |
| 5Y | -25.8% | -61.4% | +35.6% | -20.2% |
| All | +106.5% | +70.1% | +36.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling