+417.8%
DPZ vs FWONK
+338.4%
+79.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.8% |
| 7D | -3.5% | +12.4% | -15.9% | -5.6% |
| 30D | +5.7% | +18.5% | -12.8% | +2.4% |
| 3M | -7.5% | +8.6% | -16.1% | -9.0% |
| 6M | +6.2% | +19.8% | -13.6% | +2.6% |
| YTD | -19.8% | +12.9% | -32.6% | -21.9% |
| 1Y | -18.0% | +9.0% | -27.0% | -19.6% |
| 3Y | -8.8% | +63.8% | -72.6% | -17.3% |
| 5Y | -30.2% | +95.1% | -125.3% | -39.2% |
| 10Y | +132.0% | +292.8% | -160.8% | +70.8% |
| All | +417.8% | +338.4% | +79.4% | +250.8% |
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