+528.6%
FDX vs DPZ
+5,417.8%
-4,889.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | +3.8% | -7.0% | +10.8% | +5.8% |
| 3M | -1.3% | +11.6% | -12.9% | -5.1% |
| 6M | +5.0% | -15.2% | +20.2% | +9.2% |
| YTD | +39.6% | -17.2% | +56.9% | +45.9% |
| 1Y | +81.1% | -24.8% | +106.0% | +94.3% |
| 3Y | +63.0% | -8.7% | +71.7% | +61.3% |
| 5Y | +65.6% | -28.9% | +94.5% | +73.0% |
| 10Y | +183.4% | +153.6% | +29.7% | +87.4% |
| All | +528.6% | +5,417.8% | -4,889.1% | +31.6% |
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