+2,242.7%
FAST vs DPZ
+5,460.8%
-3,218.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.7% | +9.5% | -8.8% | -2.0% |
| 30D | +4.6% | +12.8% | -8.2% | +0.9% |
| 3M | +6.4% | -6.2% | +12.6% | +7.9% |
| 6M | +20.6% | +4.3% | +16.3% | +18.0% |
| YTD | +34.7% | -16.6% | +51.3% | +40.1% |
| 1Y | +29.7% | -12.8% | +42.5% | +33.0% |
| 3Y | +89.9% | -0.8% | +90.8% | +84.1% |
| 5Y | +105.0% | -25.8% | +130.8% | +112.3% |
| 10Y | +594.2% | +130.9% | +463.3% | +370.6% |
| All | +2,242.7% | +5,460.8% | -3,218.2% | +399.7% |
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