+70.0%
FDX vs DPZ
-27.1%
+97.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.3% |
| 7D | -1.6% | +6.6% | -8.2% | -2.9% |
| 30D | +6.6% | +10.3% | -3.7% | +4.4% |
| 3M | -2.1% | -6.2% | +4.1% | -1.0% |
| 6M | +2.2% | +4.2% | -2.1% | +0.7% |
| YTD | +33.9% | -18.4% | +52.3% | +39.0% |
| 1Y | +50.2% | -14.9% | +65.2% | +54.3% |
| 3Y | +65.5% | -4.6% | +70.2% | +61.4% |
| All | +70.0% | -27.1% | +97.1% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling