+124.0%
DPZ vs FTV
+109.5%
+14.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +6.6% | +0.2% | +6.3% | +6.5% |
| 30D | +10.3% | +15.7% | -5.4% | +5.7% |
| 3M | -6.2% | +7.5% | -13.7% | -8.2% |
| 6M | +4.2% | +8.5% | -4.2% | +1.5% |
| YTD | -18.4% | +18.8% | -37.2% | -23.1% |
| 1Y | -14.9% | +28.5% | -43.5% | -21.7% |
| 3Y | -4.6% | +34.0% | -38.6% | -13.9% |
| 5Y | -27.4% | +12.6% | -40.0% | -32.7% |
| All | +124.0% | +109.5% | +14.4% | +70.9% |
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 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