+483.4%
FCX vs DPZ
+5,341.2%
-4,857.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.4% |
| 7D | -4.9% | +6.6% | -11.4% | -7.0% |
| 30D | -17.1% | +10.3% | -27.4% | -20.1% |
| 3M | -12.7% | -6.2% | -6.5% | -11.3% |
| 6M | -2.0% | +4.2% | -6.2% | -5.1% |
| YTD | +18.1% | -18.4% | +36.5% | +23.6% |
| 1Y | +55.2% | -14.9% | +70.1% | +59.9% |
| 3Y | +74.3% | -4.6% | +79.0% | +69.6% |
| 5Y | +71.9% | -27.4% | +99.3% | +80.8% |
| 10Y | +498.4% | +125.9% | +372.4% | +274.4% |
| All | +483.4% | +5,341.2% | -4,857.8% | -20.3% |
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