+499.9%
FAST vs DPZ
+153.4%
+346.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.4% | -2.5% | +2.2% | +0.2% |
| 30D | -0.8% | -7.0% | +6.2% | +0.7% |
| 3M | +5.8% | +11.6% | -5.9% | +2.6% |
| 6M | +8.0% | -15.2% | +23.2% | +11.5% |
| YTD | +25.6% | -17.2% | +42.9% | +30.3% |
| 1Y | +0.8% | -24.8% | +25.7% | +6.9% |
| 3Y | +86.1% | -8.7% | +94.8% | +85.8% |
| 5Y | +100.2% | -28.9% | +129.1% | +107.9% |
| All | +499.9% | +153.4% | +346.5% | +363.8% |
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