-56.4%
FICO vs DPZ
-14.7%
-41.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.7% | -4.8% |
| 7D | +0.4% | +10.1% | -9.7% | -2.5% |
| 30D | +1.7% | +14.6% | -13.0% | -2.4% |
| 3M | -33.0% | -6.8% | -26.3% | -30.4% |
| 6M | -33.9% | +4.4% | -38.3% | -34.9% |
| YTD | -58.5% | -16.8% | -41.7% | -55.6% |
| 1Y | -56.4% | -14.5% | -41.9% | -54.5% |
| All | -56.4% | -14.7% | -41.7% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling