+236.6%
FITB vs DPZ
+125.0%
+111.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.1% | +3.7% | -4.8% | -1.9% |
| 30D | +7.3% | +8.0% | -0.7% | +5.6% |
| 3M | -4.0% | -4.2% | +0.2% | -3.3% |
| 6M | +11.9% | +4.6% | +7.3% | +10.3% |
| YTD | +19.0% | -18.4% | +37.4% | +23.1% |
| 1Y | +31.0% | -16.8% | +47.8% | +34.9% |
| 3Y | +143.8% | -5.0% | +148.8% | +141.1% |
| 5Y | +48.9% | -27.8% | +76.7% | +51.6% |
| 10Y | +236.6% | +121.1% | +115.5% | +187.6% |
| All | +236.6% | +125.0% | +111.6% | +187.6% |
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