+187.4%
DPZ vs FTV
+129.0%
+58.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.2% | +4.8% |
| 7D | +10.1% | +6.6% | +3.5% | +8.1% |
| 30D | +14.6% | +19.1% | -4.5% | +9.0% |
| 3M | -6.8% | +13.1% | -19.8% | -10.0% |
| 6M | +4.4% | +14.0% | -9.6% | +0.3% |
| YTD | -16.8% | +24.2% | -41.0% | -22.5% |
| 1Y | -14.5% | +36.4% | -50.8% | -22.4% |
| 3Y | -1.1% | +39.3% | -40.4% | -11.5% |
| 5Y | -28.0% | +18.7% | -46.7% | -34.1% |
| 10Y | +130.2% | +121.0% | +9.2% | +79.0% |
| All | +187.4% | +129.0% | +58.4% | +123.8% |
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