-28.8%
DPZ vs FTV
+2.3%
-31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -2.5% | -4.5% | +1.9% | -0.8% |
| 30D | -7.0% | -7.1% | +0.1% | -4.3% |
| 3M | +11.6% | -7.2% | +18.8% | +14.5% |
| 6M | -15.2% | -1.5% | -13.7% | -15.3% |
| YTD | -17.2% | +3.5% | -20.7% | -19.6% |
| 1Y | -24.8% | +20.3% | -45.2% | -31.8% |
| 3Y | -8.7% | -3.1% | -5.5% | -10.2% |
| All | -28.8% | +2.3% | -31.2% | -34.6% |
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 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