+145.0%
DPZ vs FTV
+109.2%
+35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.2% | +3.9% | -1.7% | +1.1% |
| 30D | +15.5% | +18.7% | -3.2% | +9.9% |
| 3M | -2.0% | +10.0% | -12.0% | -4.8% |
| 6M | +12.1% | +14.6% | -2.4% | +7.4% |
| YTD | -16.6% | +23.4% | -40.0% | -22.3% |
| 1Y | -14.6% | +31.3% | -45.9% | -21.8% |
| 3Y | -4.1% | +39.8% | -43.9% | -14.5% |
| 5Y | -28.3% | +17.7% | -46.0% | -34.4% |
| All | +145.0% | +109.2% | +35.8% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling