+61.5%
FCX vs DPZ
-27.1%
+88.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.2% |
| 7D | -4.9% | +6.6% | -11.4% | -6.7% |
| 30D | -17.1% | +10.3% | -27.4% | -19.7% |
| 3M | -12.7% | -6.2% | -6.5% | -11.4% |
| 6M | -2.0% | +4.2% | -6.2% | -4.6% |
| YTD | +18.1% | -18.4% | +36.5% | +24.6% |
| 1Y | +55.2% | -14.9% | +70.1% | +60.9% |
| 3Y | +74.3% | -4.6% | +79.0% | +69.4% |
| All | +61.5% | -27.1% | +88.6% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling