+27.4%
FISV vs DPZ
+140.2%
-112.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +1.4% | +2.2% | -0.8% | +0.9% |
| 30D | +38.4% | +15.5% | +23.0% | +34.0% |
| 3M | +14.9% | -2.0% | +16.9% | +15.3% |
| 6M | +21.8% | +12.1% | +9.6% | +18.6% |
| YTD | -5.0% | -16.6% | +11.5% | -1.9% |
| 1Y | -1.2% | -14.6% | +13.4% | +1.6% |
| 3Y | -47.5% | -4.1% | -43.4% | -47.7% |
| 5Y | -36.7% | -28.3% | -8.4% | -34.6% |
| All | +27.4% | +140.2% | -112.8% | +3.5% |
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