-27.5%
DPZ vs FRSH
-68.5%
+40.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -1.5% |
| 7D | +6.6% | -17.7% | +24.3% | +9.3% |
| 30D | +10.3% | -11.0% | +21.2% | +11.8% |
| 3M | -6.2% | +4.5% | -10.6% | -7.1% |
| 6M | +4.2% | +36.2% | -32.0% | -0.6% |
| YTD | -18.4% | -1.1% | -17.3% | -19.4% |
| 1Y | -14.9% | +11.6% | -26.5% | -17.4% |
| 3Y | -4.6% | -33.9% | +29.3% | -3.2% |
| All | -27.5% | -68.5% | +40.9% | -22.5% |
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