-27.5%
DPZ vs USFR
+21.3%
-48.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | +10.3% | +0.4% | +9.9% | +10.7% |
| 3M | -6.2% | +1.1% | -7.2% | -5.4% |
| 6M | +4.2% | +2.1% | +2.2% | +5.8% |
| YTD | -18.4% | +3.4% | -21.8% | -16.5% |
| 1Y | -14.9% | +4.1% | -19.0% | -12.7% |
| 3Y | -4.6% | +14.4% | -19.0% | +7.9% |
| All | -27.5% | +21.3% | -48.9% | -23.0% |
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