+2,935.1%
FICO vs DPZ
+5,460.8%
-2,525.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.3% | +9.5% | -9.7% | -3.6% |
| 30D | +1.7% | +12.8% | -11.1% | -2.7% |
| 3M | -35.2% | -6.2% | -29.0% | -34.2% |
| 6M | -33.7% | +4.3% | -37.9% | -35.3% |
| YTD | -58.2% | -16.6% | -41.6% | -55.9% |
| 1Y | -56.6% | -12.8% | -43.7% | -55.0% |
| 3Y | -24.0% | -0.8% | -23.1% | -26.3% |
| 5Y | +86.1% | -25.8% | +111.9% | +96.3% |
| 10Y | +522.8% | +130.9% | +391.9% | +308.1% |
| All | +2,935.1% | +5,460.8% | -2,525.7% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling