+499.7%
FICO vs DPZ
+123.5%
+376.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.3% |
| 7D | -0.9% | +6.6% | -7.5% | -3.2% |
| 30D | +3.3% | +10.3% | -6.9% | -0.2% |
| 3M | -31.7% | -6.2% | -25.6% | -30.7% |
| 6M | -34.0% | +4.2% | -38.2% | -35.5% |
| YTD | -58.3% | -18.4% | -39.9% | -55.8% |
| 1Y | -57.9% | -14.9% | -43.0% | -56.0% |
| 3Y | -24.1% | -4.6% | -19.4% | -25.1% |
| 5Y | +85.3% | -27.4% | +112.7% | +96.1% |
| All | +499.7% | +123.5% | +376.2% | +363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling