+181.9%
FANG vs DPZ
+141.0%
+40.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +2.9% | -8.6% | +11.5% | +4.1% |
| 30D | +2.6% | -11.9% | +14.5% | +4.3% |
| 3M | +7.6% | +0.4% | +7.2% | +7.0% |
| 6M | +17.3% | -19.9% | +37.2% | +20.5% |
| YTD | +38.7% | -24.4% | +63.1% | +43.7% |
| 1Y | +51.6% | -30.4% | +82.1% | +59.1% |
| 3Y | +50.0% | -17.4% | +67.3% | +52.1% |
| 5Y | +237.6% | -34.6% | +272.2% | +249.2% |
| All | +181.9% | +141.0% | +40.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling