+83.9%
FCX vs DPZ
-4.7%
+88.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | -14.7% | +15.5% | -30.2% | -17.1% |
| 3M | -11.2% | -2.0% | -9.2% | -10.9% |
| 6M | -11.4% | +12.1% | -23.5% | -14.4% |
| YTD | +17.7% | -16.6% | +34.3% | +23.7% |
| 1Y | +47.5% | -14.6% | +62.1% | +53.5% |
| 3Y | +83.9% | -4.1% | +88.0% | +95.9% |
| All | +83.9% | -4.7% | +88.6% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling