-100.0%
FCEL vs DPZ
+5,272.5%
-5,372.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.4% |
| 7D | -8.3% | +2.2% | -10.5% | -9.6% |
| 30D | -43.0% | +6.7% | -49.7% | -45.3% |
| 3M | -48.2% | -4.5% | -43.6% | -48.0% |
| 6M | -25.0% | +3.3% | -28.3% | -29.8% |
| YTD | +40.6% | -19.4% | +60.1% | +47.8% |
| 1Y | +36.0% | -17.3% | +53.2% | +40.3% |
| 3Y | -66.7% | -8.4% | -58.3% | -67.5% |
| 5Y | -96.7% | -28.2% | -68.4% | -96.3% |
| 10Y | -99.0% | +130.9% | -229.9% | -99.4% |
| All | -100.0% | +5,272.5% | -5,372.5% | -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