-2.5%
DPZ vs FTV
+33.3%
-35.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.6% |
| 7D | +9.5% | -0.6% | +10.1% | +9.7% |
| 30D | +12.8% | +13.0% | -0.2% | +8.5% |
| 3M | -6.2% | +6.8% | -13.0% | -8.2% |
| 6M | +4.3% | +8.0% | -3.8% | +1.3% |
| YTD | -16.6% | +18.9% | -35.5% | -22.1% |
| 1Y | -12.8% | +30.8% | -43.7% | -21.5% |
| All | -2.5% | +33.3% | -35.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling