+1,348.4%
FERG vs DPZ
+4,896.5%
-3,548.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.2% |
| 30D | -10.2% | -7.0% | -3.2% | -9.7% |
| 3M | -0.6% | +11.6% | -12.2% | -1.5% |
| 6M | -6.5% | -15.2% | +8.6% | -5.6% |
| YTD | +4.2% | -17.2% | +21.4% | +5.4% |
| 1Y | -2.3% | -24.8% | +22.6% | -0.4% |
| 3Y | +48.5% | -8.7% | +57.2% | +49.4% |
| 5Y | +72.0% | -28.9% | +100.9% | +72.2% |
| 10Y | +369.9% | +153.6% | +216.2% | +379.4% |
| All | +1,348.4% | +4,896.5% | -3,548.1% | +1,526.0% |
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