-40.2%
FIS vs DPZ
+150.4%
-190.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.5% |
| 7D | -3.5% | -1.5% | -2.0% | -3.1% |
| 30D | -7.8% | -4.4% | -3.4% | -6.8% |
| 3M | +0.8% | +7.6% | -6.8% | -0.9% |
| 6M | -21.9% | -16.9% | -5.0% | -18.8% |
| YTD | -39.5% | -18.6% | -20.9% | -36.8% |
| 1Y | -41.0% | -26.7% | -14.3% | -37.0% |
| 3Y | -23.6% | -9.3% | -14.3% | -23.0% |
| 5Y | -65.6% | -31.0% | -34.6% | -64.1% |
| 10Y | -40.2% | +152.4% | -192.6% | -53.0% |
| All | -40.2% | +150.4% | -190.6% | -53.0% |
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