-28.2%
DPZ vs FWONK
+94.8%
-123.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +2.2% | +14.0% | -11.8% | -1.1% |
| 30D | +6.7% | +15.8% | -9.2% | +2.9% |
| 3M | -4.5% | +6.0% | -10.6% | -6.0% |
| 6M | +3.3% | +15.3% | -12.0% | -0.5% |
| YTD | -19.4% | +10.6% | -30.0% | -21.8% |
| 1Y | -17.3% | +7.0% | -24.2% | -19.1% |
| 3Y | -8.4% | +60.6% | -68.9% | -19.1% |
| 5Y | -28.2% | +92.6% | -120.8% | -40.5% |
| All | -28.2% | +94.8% | -123.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling