+1,400.5%
FANG vs DPZ
+942.8%
+457.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -1.7% | -1.5% | -0.3% | -1.5% |
| 30D | +6.8% | -4.4% | +11.2% | +7.5% |
| 3M | +1.3% | +7.6% | -6.4% | -0.7% |
| 6M | +11.8% | -16.9% | +28.8% | +15.0% |
| YTD | +35.1% | -18.6% | +53.7% | +39.4% |
| 1Y | +48.9% | -26.7% | +75.6% | +56.8% |
| 3Y | +42.8% | -9.3% | +52.1% | +42.4% |
| 5Y | +230.3% | -31.0% | +261.3% | +242.5% |
| 10Y | +167.0% | +152.4% | +14.7% | +79.8% |
| All | +1,400.5% | +942.8% | +457.8% | +453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling