+477.9%
DPZ vs USFR
+27.5%
+450.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -7.0% | +0.3% | -7.3% | -7.0% |
| 3M | +11.6% | +1.0% | +10.6% | +11.4% |
| 6M | -15.2% | +1.9% | -17.1% | -15.4% |
| YTD | -17.2% | +2.6% | -19.9% | -17.6% |
| 1Y | -24.8% | +4.0% | -28.9% | -25.3% |
| 3Y | -8.7% | +14.1% | -22.8% | -10.7% |
| 5Y | -28.9% | +20.4% | -49.3% | -31.4% |
| 10Y | +153.6% | +28.0% | +125.6% | +140.5% |
| All | +477.9% | +27.5% | +450.3% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling