+42.4%
FCEL vs DPZ
-14.7%
+57.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -2.7% |
| 7D | -14.9% | +10.1% | -25.0% | -9.6% |
| 30D | -41.7% | +14.6% | -56.3% | -36.5% |
| 3M | -53.2% | -6.8% | -46.4% | -54.5% |
| 6M | -19.0% | +4.4% | -23.4% | -14.4% |
| YTD | +44.2% | -16.8% | +61.0% | +48.4% |
| 1Y | +42.4% | -14.5% | +56.9% | +44.0% |
| All | +42.4% | -14.7% | +57.1% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling