+104.2%
FE vs DPZ
+123.5%
-19.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | 0.0% | +6.6% | -6.6% | -1.0% |
| 30D | +5.2% | +10.3% | -5.1% | +3.7% |
| 3M | 0.0% | -6.2% | +6.1% | +0.7% |
| 6M | +5.0% | +4.2% | +0.8% | +4.0% |
| YTD | +7.9% | -18.4% | +26.3% | +10.4% |
| 1Y | +6.3% | -14.9% | +21.3% | +8.0% |
| 3Y | +46.0% | -4.6% | +50.6% | +43.6% |
| 5Y | +45.6% | -27.4% | +73.0% | +47.5% |
| All | +104.2% | +123.5% | -19.3% | +67.8% |
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