-52.8%
FIS vs DPZ
-17.9%
-34.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.2% | +6.8% |
| 7D | +1.5% | -3.5% | +5.1% | +2.5% |
| 30D | -11.8% | +5.7% | -17.5% | -14.2% |
| 3M | -28.5% | -7.5% | -21.1% | -26.3% |
| 6M | -27.0% | +6.2% | -33.2% | -29.1% |
| YTD | -53.1% | -19.8% | -33.3% | -51.3% |
| 1Y | -52.8% | -18.0% | -34.8% | -51.4% |
| All | -52.8% | -17.9% | -34.8% | -51.4% |
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