-99.1%
FCEL vs DPZ
+143.2%
-242.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.2% | -2.5% | -4.6% |
| 7D | +15.1% | -7.3% | +22.3% | +19.4% |
| 30D | -16.4% | -7.6% | -8.9% | -13.8% |
| 3M | -5.3% | +1.8% | -7.1% | -9.3% |
| 6M | +124.5% | -21.8% | +146.3% | +145.8% |
| YTD | +126.7% | -22.0% | +148.7% | +147.7% |
| 1Y | +219.9% | -28.6% | +248.5% | +264.5% |
| 3Y | -61.6% | -13.1% | -48.6% | -61.2% |
| 5Y | -90.5% | -33.2% | -57.3% | -89.1% |
| 10Y | -99.1% | +147.0% | -246.1% | -99.4% |
| All | -99.1% | +143.2% | -242.3% | -99.4% |
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 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