+4.4%
FICO vs DPZ
-9.3%
+13.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -15.0% | -16.1% |
| 7D | -19.2% | -2.5% | -16.6% | -18.3% |
| 30D | -14.6% | -7.0% | -7.6% | -12.4% |
| 3M | -20.1% | +11.6% | -31.7% | -23.3% |
| 6M | -36.3% | -15.2% | -21.1% | -32.9% |
| YTD | -44.9% | -17.2% | -27.6% | -41.6% |
| 1Y | -38.6% | -24.8% | -13.8% | -32.9% |
| All | +4.4% | -9.3% | +13.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling