-6.5%
DPZ vs FRSH
-27.1%
+20.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +0.8% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | +12.5% | -8.8% | +21.4% | +13.5% |
| 3M | -5.2% | +8.8% | -14.0% | -6.6% |
| 6M | +8.8% | +49.1% | -40.3% | +3.3% |
| YTD | -18.7% | +3.4% | -22.1% | -20.0% |
| 1Y | -15.7% | +8.8% | -24.5% | -17.6% |
| All | -6.5% | -27.1% | +20.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling