-67.5%
FCEL vs DPZ
-5.8%
-61.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.6% |
| 7D | +3.0% | +3.7% | -0.6% | +2.0% |
| 30D | -40.0% | +8.0% | -48.0% | -41.3% |
| 3M | -47.0% | -4.2% | -42.8% | -46.8% |
| 6M | -21.0% | +4.6% | -25.6% | -24.8% |
| YTD | +48.0% | -18.4% | +66.4% | +62.2% |
| 1Y | +43.9% | -16.8% | +60.6% | +54.1% |
| 3Y | -67.5% | -5.0% | -62.5% | -66.6% |
| All | -67.5% | -5.8% | -61.7% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling