+84.6%
FERG vs DPZ
-28.2%
+112.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +7.2% | +2.2% | +5.1% | +6.6% |
| 30D | +17.9% | +6.7% | +11.2% | +15.8% |
| 3M | -1.3% | -4.5% | +3.2% | -0.4% |
| 6M | +8.3% | +3.3% | +5.0% | +6.5% |
| YTD | +18.3% | -19.4% | +37.8% | +24.5% |
| 1Y | +4.7% | -17.3% | +22.0% | +9.2% |
| 3Y | +70.3% | -8.4% | +78.7% | +69.3% |
| 5Y | +84.6% | -28.2% | +112.8% | +94.3% |
| All | +84.6% | -28.2% | +112.9% | +94.3% |
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