+482.4%
DPZ vs USFR
+28.5%
+453.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +12.8% | +0.4% | +12.4% | +12.7% |
| 3M | -6.2% | +1.1% | -7.3% | -6.4% |
| 6M | +4.3% | +2.0% | +2.2% | +3.9% |
| YTD | -16.6% | +3.4% | -20.0% | -17.0% |
| 1Y | -12.8% | +4.1% | -16.9% | -13.4% |
| 3Y | -0.8% | +14.4% | -15.3% | -3.1% |
| 5Y | -25.8% | +21.3% | -47.1% | -28.4% |
| 10Y | +130.9% | +28.4% | +102.4% | +118.9% |
| All | +482.4% | +28.5% | +453.9% | +453.3% |
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 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