+2,085.4%
FAST vs DPZ
+5,417.8%
-3,332.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.4% | -2.5% | +2.2% | +0.4% |
| 30D | -0.8% | -7.0% | +6.2% | +1.1% |
| 3M | +5.8% | +11.6% | -5.9% | +1.7% |
| 6M | +8.0% | -15.2% | +23.2% | +12.3% |
| YTD | +25.6% | -17.2% | +42.9% | +31.3% |
| 1Y | +0.8% | -24.8% | +25.7% | +8.3% |
| 3Y | +86.1% | -8.7% | +94.8% | +85.0% |
| 5Y | +100.2% | -28.9% | +129.1% | +110.4% |
| 10Y | +494.2% | +153.6% | +340.5% | +291.3% |
| All | +2,085.4% | +5,417.8% | -3,332.3% | +368.5% |
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