+186.0%
DPZ vs FTV
+90.8%
+95.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.5% | -4.5% | +1.9% | -1.3% |
| 30D | -7.0% | -7.1% | +0.1% | -5.1% |
| 3M | +11.6% | -7.2% | +18.8% | +13.7% |
| 6M | -15.2% | -1.5% | -13.7% | -15.2% |
| YTD | -17.2% | +3.5% | -20.7% | -18.8% |
| 1Y | -24.8% | +20.3% | -45.2% | -29.4% |
| 3Y | -8.7% | -3.1% | -5.5% | -9.7% |
| 5Y | -28.9% | +2.3% | -31.3% | -31.9% |
| 10Y | +153.6% | +76.3% | +77.3% | +107.8% |
| All | +186.0% | +90.8% | +95.2% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling