+153.5%
FDX vs DPZ
+140.2%
+13.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.9% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +11.3% | +15.5% | -4.2% | +7.5% |
| 3M | -4.1% | -2.0% | -2.1% | -3.8% |
| 6M | +9.6% | +12.1% | -2.5% | +5.9% |
| YTD | +40.9% | -16.6% | +57.5% | +45.8% |
| 1Y | +53.0% | -14.6% | +67.6% | +57.3% |
| 3Y | +74.1% | -4.1% | +78.2% | +70.3% |
| 5Y | +75.1% | -28.3% | +103.4% | +81.4% |
| All | +153.5% | +140.2% | +13.3% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling