-70.8%
FIS vs DPZ
-28.5%
-42.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +3.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.2% |
| 30D | -16.7% | +15.5% | -32.2% | -20.3% |
| 3M | -32.3% | -2.0% | -30.3% | -32.2% |
| 6M | -29.1% | +12.1% | -41.2% | -31.6% |
| YTD | -54.1% | -16.6% | -37.6% | -52.4% |
| 1Y | -53.7% | -14.6% | -39.1% | -52.3% |
| 3Y | -38.8% | -4.1% | -34.7% | -39.5% |
| All | -70.8% | -28.5% | -42.3% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling