-25.9%
DPZ vs FTV
+12.1%
-38.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.9% |
| 7D | +9.5% | -0.6% | +10.1% | +9.7% |
| 30D | +12.8% | +13.0% | -0.2% | +7.4% |
| 3M | -6.2% | +6.8% | -13.0% | -8.8% |
| 6M | +4.3% | +8.0% | -3.8% | +0.6% |
| YTD | -16.6% | +18.9% | -35.5% | -23.4% |
| 1Y | -12.8% | +30.8% | -43.7% | -23.2% |
| 3Y | -0.8% | +33.4% | -34.2% | -15.5% |
| All | -25.9% | +12.1% | -38.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling