-28.9%
DPZ vs FRSH
-66.7%
+37.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | +4.6% | -2.4% | +1.6% |
| 30D | +15.5% | -7.5% | +22.9% | +16.5% |
| 3M | -2.0% | -0.1% | -1.9% | -2.4% |
| 6M | +12.1% | +54.5% | -42.4% | +5.1% |
| YTD | -16.6% | +3.4% | -20.0% | -18.1% |
| 1Y | -14.6% | +6.4% | -21.0% | -16.6% |
| 3Y | -4.1% | -26.3% | +22.1% | -4.2% |
| All | -28.9% | -66.7% | +37.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling