-25.8%
DPZ vs USFR
+21.3%
-47.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.6% |
| 30D | +12.8% | +0.4% | +12.4% | +13.2% |
| 3M | -6.2% | +1.1% | -7.3% | -5.4% |
| 6M | +4.3% | +2.0% | +2.2% | +5.8% |
| YTD | -16.6% | +3.4% | -20.0% | -14.7% |
| 1Y | -12.8% | +4.1% | -16.9% | -10.6% |
| 3Y | -0.8% | +14.4% | -15.3% | +12.2% |
| 5Y | -25.8% | +21.3% | -47.1% | -21.3% |
| All | -25.8% | +21.3% | -47.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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