+101.7%
FICO vs DPZ
-28.9%
+130.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -15.0% | -16.0% |
| 7D | -19.2% | -2.5% | -16.6% | -18.3% |
| 30D | -14.6% | -7.0% | -7.6% | -12.2% |
| 3M | -20.1% | +11.6% | -31.7% | -23.6% |
| 6M | -36.3% | -15.2% | -21.1% | -32.5% |
| YTD | -44.9% | -17.2% | -27.6% | -41.2% |
| 1Y | -38.6% | -24.8% | -13.8% | -32.3% |
| 3Y | +4.0% | -8.7% | +12.7% | +4.2% |
| All | +101.7% | -28.9% | +130.6% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling