+1,545.2%
FERG vs DPZ
+4,765.0%
-3,219.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +7.2% | +2.2% | +5.1% | +7.0% |
| 30D | +17.9% | +6.7% | +11.2% | +17.3% |
| 3M | -1.3% | -4.5% | +3.2% | -1.0% |
| 6M | +8.3% | +3.3% | +5.0% | +7.8% |
| YTD | +18.3% | -19.4% | +37.8% | +19.9% |
| 1Y | +4.7% | -17.3% | +22.0% | +5.9% |
| 3Y | +70.3% | -8.4% | +78.7% | +71.4% |
| 5Y | +84.6% | -28.2% | +112.8% | +85.1% |
| 10Y | +430.3% | +130.9% | +299.4% | +441.9% |
| All | +1,545.2% | +4,765.0% | -3,219.8% | +1,749.8% |
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