+123.4%
FE vs DPZ
+140.2%
-16.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +0.9% |
| 30D | +4.5% | +15.5% | -11.0% | +2.4% |
| 3M | +1.3% | -2.0% | +3.4% | +1.4% |
| 6M | +8.7% | +12.1% | -3.5% | +6.5% |
| YTD | +9.2% | -16.6% | +25.8% | +11.3% |
| 1Y | +7.0% | -14.6% | +21.5% | +8.6% |
| 3Y | +51.4% | -4.1% | +55.5% | +48.8% |
| 5Y | +47.7% | -28.3% | +76.0% | +49.9% |
| All | +123.4% | +140.2% | -16.8% | +89.2% |
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 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