-51.1%
FIS vs DPZ
-14.7%
-36.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.4% | -29.1% | -25.1% |
| 7D | -18.4% | +10.1% | -28.5% | -21.4% |
| 30D | -11.4% | +14.6% | -26.0% | -16.1% |
| 3M | -32.0% | -6.8% | -25.2% | -29.7% |
| 6M | -35.6% | +4.4% | -40.0% | -37.0% |
| YTD | -53.8% | -16.8% | -37.0% | -52.7% |
| 1Y | -51.1% | -14.5% | -36.6% | -50.4% |
| All | -51.1% | -14.7% | -36.4% | -50.4% |
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 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