+102.2%
FE vs DPZ
+123.5%
-21.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.1% |
| 7D | -1.0% | +6.6% | -7.6% | -1.9% |
| 30D | +4.1% | +10.3% | -6.1% | +2.7% |
| 3M | -1.0% | -6.2% | +5.1% | -0.3% |
| 6M | +4.0% | +4.2% | -0.2% | +3.0% |
| YTD | +6.8% | -18.4% | +25.2% | +9.3% |
| 1Y | +5.3% | -14.9% | +20.2% | +7.0% |
| 3Y | +44.6% | -4.6% | +49.2% | +42.1% |
| 5Y | +44.2% | -27.4% | +71.6% | +46.0% |
| All | +102.2% | +123.5% | -21.3% | +66.2% |
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