+32.7%
FITB vs DPZ
-13.7%
+46.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.8% |
| 7D | +2.8% | +2.2% | +0.5% | +2.5% |
| 30D | +9.8% | +15.5% | -5.7% | +8.0% |
| 3M | -5.2% | -2.0% | -3.1% | -5.3% |
| 6M | +17.3% | +12.1% | +5.2% | +16.0% |
| YTD | +19.3% | -16.6% | +35.9% | +20.5% |
| 1Y | +32.7% | -14.6% | +47.3% | +31.7% |
| All | +32.7% | -13.7% | +46.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling