-57.7%
FISV vs DPZ
-34.0%
-23.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.2% | -3.2% |
| 7D | -6.4% | -7.3% | +0.9% | -4.5% |
| 30D | -6.8% | -7.6% | +0.8% | -4.9% |
| 3M | -10.0% | +1.8% | -11.8% | -10.3% |
| 6M | -20.6% | -21.8% | +1.2% | -16.1% |
| YTD | -27.6% | -22.0% | -5.6% | -23.5% |
| 1Y | -64.3% | -28.6% | -35.7% | -61.5% |
| 3Y | -60.0% | -13.1% | -46.9% | -59.2% |
| 5Y | -57.7% | -33.2% | -24.5% | -54.7% |
| All | -57.7% | -34.0% | -23.7% | -54.7% |
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