+492.1%
FCX vs DPZ
+5,272.5%
-4,780.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -2.4% | +2.2% | -4.5% | -3.2% |
| 30D | -18.0% | +6.7% | -24.7% | -20.0% |
| 3M | -14.3% | -4.5% | -9.8% | -13.5% |
| 6M | -1.7% | +3.3% | -5.0% | -4.5% |
| YTD | +19.8% | -19.4% | +39.3% | +26.1% |
| 1Y | +48.6% | -17.3% | +65.9% | +54.7% |
| 3Y | +85.8% | -8.4% | +94.2% | +83.4% |
| 5Y | +72.2% | -28.2% | +100.4% | +81.9% |
| 10Y | +386.3% | +130.9% | +255.4% | +202.0% |
| All | +492.1% | +5,272.5% | -4,780.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling