-54.3%
FIS vs DPZ
+134.3%
-188.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -6.4% |
| 7D | -3.5% | -2.5% | -1.0% | -3.0% |
| 30D | -19.4% | +12.5% | -32.0% | -22.0% |
| 3M | -31.6% | -5.2% | -26.4% | -31.0% |
| 6M | -32.5% | +8.8% | -41.3% | -34.2% |
| YTD | -56.0% | -18.7% | -37.3% | -54.3% |
| 1Y | -55.5% | -15.7% | -39.9% | -54.2% |
| 3Y | -41.3% | -7.5% | -33.8% | -41.3% |
| 5Y | -72.3% | -30.1% | -42.2% | -71.2% |
| All | -54.3% | +134.3% | -188.6% | -62.5% |
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