+73.3%
FDX vs DPZ
-8.4%
+81.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | -3.5% | +1.5% | -1.5% |
| 30D | +10.4% | +5.7% | +4.7% | +9.4% |
| 3M | +0.5% | -7.5% | +7.9% | +1.5% |
| 6M | +6.5% | +6.2% | +0.3% | +5.1% |
| YTD | +40.2% | -19.8% | +60.0% | +44.6% |
| 1Y | +52.1% | -18.0% | +70.1% | +56.1% |
| All | +73.3% | -8.4% | +81.7% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling