+430.7%
FCX vs DPZ
+125.0%
+305.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -1.0% | +3.7% | -4.7% | -1.9% |
| 30D | -15.2% | +8.0% | -23.3% | -16.9% |
| 3M | -10.3% | -4.2% | -6.1% | -9.7% |
| 6M | +1.6% | +4.6% | -3.0% | -0.7% |
| YTD | +23.9% | -18.4% | +42.3% | +28.6% |
| 1Y | +58.0% | -16.8% | +74.8% | +63.1% |
| 3Y | +94.6% | -5.0% | +99.6% | +92.8% |
| 5Y | +70.4% | -27.8% | +98.2% | +76.1% |
| 10Y | +430.7% | +121.1% | +309.6% | +344.9% |
| All | +430.7% | +125.0% | +305.6% | +344.9% |
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