-80.3%
FIG vs DPZ
-27.3%
-53.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.1% |
| 7D | -16.4% | -1.5% | -14.9% | -15.9% |
| 30D | -2.3% | -4.4% | +2.1% | -0.9% |
| 3M | +7.8% | +7.6% | +0.2% | +4.3% |
| 6M | -21.8% | -16.9% | -4.9% | -21.6% |
| YTD | -39.1% | -18.6% | -20.5% | -39.6% |
| 1Y | -56.6% | -26.7% | -30.0% | -57.8% |
| All | -80.3% | -27.3% | -53.0% | -80.8% |
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