+242.9%
FCEL vs DPZ
-26.2%
+269.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.5% | +17.7% |
| 7D | +4.0% | -1.5% | +5.4% | +3.4% |
| 30D | -13.1% | -4.4% | -8.6% | -14.6% |
| 3M | +14.6% | +7.6% | +6.9% | +19.3% |
| 6M | +133.7% | -16.9% | +150.6% | +140.8% |
| YTD | +143.0% | -18.6% | +161.6% | +143.7% |
| All | +242.9% | -26.2% | +269.0% | +216.6% |
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