+223.7%
FE vs DPZ
+5,417.8%
-5,194.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +1.9% | -2.5% | +4.5% | +2.4% |
| 30D | -1.2% | -7.0% | +5.8% | -0.1% |
| 3M | +3.5% | +11.6% | -8.1% | +1.3% |
| 6M | -6.1% | -15.2% | +9.1% | -4.0% |
| YTD | +7.6% | -17.2% | +24.9% | +10.3% |
| 1Y | +11.9% | -24.8% | +36.8% | +16.4% |
| 3Y | +48.4% | -8.7% | +57.1% | +47.3% |
| 5Y | +44.8% | -28.9% | +73.7% | +47.8% |
| 10Y | +115.9% | +153.6% | -37.8% | +71.4% |
| All | +223.7% | +5,417.8% | -5,194.1% | +38.4% |
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