-14.5%
DPZ vs FTV
+37.8%
-52.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.2% | +4.9% |
| 7D | +10.1% | +6.6% | +3.5% | +8.5% |
| 30D | +14.6% | +19.1% | -4.5% | +10.2% |
| 3M | -6.8% | +13.1% | -19.8% | -9.3% |
| 6M | +4.4% | +14.0% | -9.6% | +1.0% |
| YTD | -16.8% | +24.2% | -41.0% | -21.6% |
| 1Y | -14.5% | +36.4% | -50.8% | -23.9% |
| All | -14.5% | +37.8% | -52.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling