+612.5%
FCX vs DPZ
+5,417.8%
-4,805.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -4.9% | -2.5% | -2.3% | -4.0% |
| 30D | +4.8% | -7.0% | +11.8% | +7.3% |
| 3M | +4.6% | +11.6% | -7.0% | -0.4% |
| 6M | +10.8% | -15.2% | +26.0% | +15.4% |
| YTD | +44.2% | -17.2% | +61.5% | +51.0% |
| 1Y | +59.6% | -24.8% | +84.4% | +72.6% |
| 3Y | +82.2% | -8.7% | +90.9% | +80.6% |
| 5Y | +115.6% | -28.9% | +144.5% | +128.7% |
| 10Y | +670.6% | +153.6% | +516.9% | +363.1% |
| All | +612.5% | +5,417.8% | -4,805.2% | -2.6% |
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