+225.6%
FANG vs DPZ
-34.6%
+260.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +2.9% | -8.6% | +11.5% | +4.0% |
| 30D | +2.6% | -11.9% | +14.5% | +4.2% |
| 3M | +7.6% | +0.4% | +7.2% | +6.9% |
| 6M | +17.3% | -19.9% | +37.2% | +20.7% |
| YTD | +38.7% | -24.4% | +63.1% | +44.0% |
| 1Y | +51.6% | -30.4% | +82.1% | +59.7% |
| 3Y | +50.0% | -17.4% | +67.3% | +53.1% |
| All | +225.6% | -34.6% | +260.2% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling