-100.0%
FCEL vs DPZ
+5,417.8%
-5,517.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.8% |
| 7D | -15.8% | -2.5% | -13.3% | -14.9% |
| 30D | -29.3% | -7.0% | -22.3% | -27.3% |
| 3M | -30.1% | +11.6% | -41.7% | -36.0% |
| 6M | +74.4% | -15.2% | +89.6% | +81.1% |
| YTD | +104.5% | -17.2% | +121.8% | +114.7% |
| 1Y | +281.4% | -24.8% | +306.2% | +316.2% |
| 3Y | -66.1% | -8.7% | -57.4% | -66.5% |
| 5Y | -91.9% | -28.9% | -62.9% | -90.9% |
| 10Y | -99.2% | +153.6% | -252.9% | -99.5% |
| All | -100.0% | +5,417.8% | -5,517.7% | -100.0% |
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 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