+105.3%
FIS vs DPZ
+5,341.2%
-5,235.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.7% |
| 7D | -25.5% | +6.6% | -32.0% | -27.0% |
| 30D | -15.1% | +10.3% | -25.3% | -17.5% |
| 3M | -32.1% | -6.2% | -26.0% | -31.4% |
| 6M | -36.1% | +4.2% | -40.3% | -37.0% |
| YTD | -55.4% | -18.4% | -37.0% | -53.5% |
| 1Y | -53.9% | -14.9% | -39.0% | -52.5% |
| 3Y | -39.8% | -4.6% | -35.1% | -40.3% |
| 5Y | -71.1% | -27.4% | -43.7% | -70.1% |
| 10Y | -53.8% | +125.9% | -179.7% | -65.5% |
| All | +105.3% | +5,341.2% | -5,235.9% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling