+1,516.3%
FERG vs DPZ
+4,811.7%
-3,295.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.7% |
| 7D | +8.2% | -2.5% | +10.6% | +8.4% |
| 30D | +14.4% | +12.5% | +1.8% | +13.3% |
| 3M | +4.3% | -5.2% | +9.6% | +4.7% |
| 6M | +7.9% | +8.8% | -0.9% | +7.0% |
| YTD | +16.3% | -18.7% | +34.9% | +17.7% |
| 1Y | +2.2% | -15.7% | +17.9% | +3.3% |
| 3Y | +67.3% | -7.5% | +74.8% | +68.2% |
| 5Y | +75.3% | -30.1% | +105.4% | +75.6% |
| 10Y | +421.0% | +135.3% | +285.7% | +432.0% |
| All | +1,516.3% | +4,811.7% | -3,295.4% | +1,715.9% |
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