+72.6%
FERG vs DPZ
-30.2%
+102.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | +3.4% | -1.5% | +4.8% | +3.8% |
| 30D | -11.5% | -4.4% | -7.1% | -10.6% |
| 3M | +1.3% | +7.6% | -6.4% | -1.2% |
| 6M | -1.0% | -16.9% | +16.0% | +3.5% |
| YTD | +3.2% | -18.6% | +21.8% | +8.3% |
| 1Y | -3.0% | -26.7% | +23.7% | +4.8% |
| 3Y | +55.0% | -9.3% | +64.3% | +54.9% |
| 5Y | +72.6% | -31.0% | +103.7% | +91.5% |
| All | +72.6% | -30.2% | +102.8% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling