-57.9%
FICO vs DPZ
-14.8%
-43.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | -0.9% | +6.6% | -7.5% | -2.9% |
| 30D | +3.3% | +10.3% | -6.9% | +0.2% |
| 3M | -31.7% | -6.2% | -25.6% | -29.4% |
| 6M | -34.0% | +4.2% | -38.2% | -35.1% |
| YTD | -58.3% | -18.4% | -39.9% | -55.0% |
| 1Y | -57.9% | -14.9% | -43.0% | -55.9% |
| All | -57.9% | -14.8% | -43.1% | -55.9% |
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 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