-55.3%
FIS vs DPZ
+125.0%
-180.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -29.4% | +3.7% | -33.1% | -30.3% |
| 30D | -16.7% | +8.0% | -24.8% | -18.6% |
| 3M | -33.0% | -4.2% | -28.8% | -32.6% |
| 6M | -33.3% | +4.6% | -37.9% | -34.4% |
| YTD | -56.0% | -18.4% | -37.6% | -54.3% |
| 1Y | -54.6% | -16.8% | -37.8% | -53.1% |
| 3Y | -40.6% | -5.0% | -35.6% | -40.9% |
| 5Y | -71.9% | -27.8% | -44.1% | -71.1% |
| 10Y | -55.3% | +121.1% | -176.4% | -62.6% |
| All | -55.3% | +125.0% | -180.4% | -62.6% |
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