+396.6%
FCX vs DPZ
+131.0%
+265.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.8% | -3.5% | +2.8% | +0.1% |
| 30D | -15.1% | +5.7% | -20.8% | -16.3% |
| 3M | -9.6% | -7.5% | -2.1% | -8.2% |
| 6M | -3.1% | +6.2% | -9.3% | -5.6% |
| YTD | +23.4% | -19.8% | +43.2% | +28.8% |
| 1Y | +52.7% | -18.0% | +70.6% | +58.2% |
| 3Y | +91.4% | -8.8% | +100.2% | +91.5% |
| 5Y | +62.7% | -30.2% | +92.9% | +69.6% |
| All | +396.6% | +131.0% | +265.6% | +268.3% |
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