-8.4%
DPZ vs FWONK
+66.5%
-74.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +2.2% | +14.0% | -11.8% | -0.9% |
| 30D | +6.7% | +15.8% | -9.2% | +3.1% |
| 3M | -4.5% | +6.0% | -10.6% | -6.0% |
| 6M | +3.3% | +15.3% | -12.0% | -0.3% |
| YTD | -19.4% | +10.6% | -30.0% | -21.6% |
| 1Y | -17.3% | +7.0% | -24.2% | -19.0% |
| 3Y | -8.4% | +60.6% | -68.9% | -14.3% |
| All | -8.4% | +66.5% | -74.9% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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