+283.9%
FITB vs DPZ
+150.4%
+133.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +2.8% | -1.5% | +4.3% | +3.2% |
| 30D | -4.5% | -4.4% | -0.1% | -3.7% |
| 3M | +5.7% | +7.6% | -2.0% | +3.6% |
| 6M | +17.1% | -16.9% | +34.1% | +21.2% |
| YTD | +18.3% | -18.6% | +37.0% | +22.7% |
| 1Y | +23.9% | -26.7% | +50.5% | +31.4% |
| 3Y | +131.1% | -9.3% | +140.4% | +130.9% |
| 5Y | +71.1% | -31.0% | +102.1% | +75.9% |
| 10Y | +283.9% | +152.4% | +131.5% | +189.8% |
| All | +283.9% | +150.4% | +133.5% | +189.8% |
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