+2.0%
FISV vs DPZ
+141.0%
-139.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.8% |
| 7D | -2.7% | -8.6% | +6.0% | -0.6% |
| 30D | 0.0% | -11.9% | +11.9% | +2.9% |
| 3M | -2.8% | +0.4% | -3.2% | -2.8% |
| 6M | -11.8% | -19.9% | +8.0% | -7.7% |
| YTD | -23.2% | -24.4% | +1.2% | -18.8% |
| 1Y | -62.0% | -30.4% | -31.5% | -59.0% |
| 3Y | -57.6% | -17.4% | -40.3% | -56.4% |
| 5Y | -53.4% | -34.6% | -18.8% | -50.8% |
| All | +2.0% | +141.0% | -139.0% | -16.9% |
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 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