+486.1%
FISV vs DPZ
+5,417.8%
-4,931.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.3% | -2.5% | +2.2% | +0.3% |
| 30D | -2.1% | -7.0% | +4.9% | -0.4% |
| 3M | -5.7% | +11.6% | -17.3% | -8.2% |
| 6M | -15.3% | -15.2% | -0.2% | -12.2% |
| YTD | -21.1% | -17.2% | -3.8% | -17.8% |
| 1Y | -61.1% | -24.8% | -36.2% | -58.5% |
| 3Y | -56.8% | -8.7% | -48.2% | -56.6% |
| 5Y | -54.2% | -28.9% | -25.3% | -52.1% |
| 10Y | +1.6% | +153.6% | -152.0% | -25.8% |
| All | +486.1% | +5,417.8% | -4,931.6% | +85.3% |
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