+66.0%
FCX vs DPZ
-26.3%
+92.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.1% |
| 7D | +5.7% | -1.5% | +7.2% | +5.5% |
| 30D | +10.1% | -4.4% | +14.5% | +9.4% |
| 3M | +20.2% | +7.6% | +12.5% | +21.7% |
| 6M | +29.7% | -16.9% | +46.6% | +31.1% |
| YTD | +51.9% | -18.6% | +70.6% | +52.7% |
| 1Y | +66.0% | -26.7% | +92.6% | +66.7% |
| All | +66.0% | -26.3% | +92.3% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling