+48.4%
FE vs DPZ
-5.8%
+54.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | 0.0% | +6.6% | -6.6% | -0.5% |
| 30D | +5.2% | +10.3% | -5.1% | +4.4% |
| 3M | 0.0% | -6.2% | +6.1% | +0.2% |
| 6M | +5.0% | +4.2% | +0.8% | +4.5% |
| YTD | +7.9% | -18.4% | +26.3% | +8.8% |
| 1Y | +6.3% | -14.9% | +21.3% | +6.9% |
| All | +48.4% | -5.8% | +54.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling