+434.2%
DPZ vs FWONK
+276.6%
+157.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.5% | -6.2% | +3.6% | -1.4% |
| 30D | -7.0% | -0.6% | -6.4% | -6.9% |
| 3M | +11.6% | +11.1% | +0.5% | +9.4% |
| 6M | -15.2% | +11.7% | -26.9% | -17.0% |
| YTD | -17.2% | -3.1% | -14.2% | -17.0% |
| 1Y | -24.8% | -4.2% | -20.7% | -24.6% |
| 3Y | -8.7% | +38.3% | -47.0% | -14.7% |
| 5Y | -28.9% | +92.2% | -121.1% | -37.6% |
| 10Y | +153.6% | +355.4% | -201.8% | +82.5% |
| All | +434.2% | +276.6% | +157.6% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling