+24.1%
FITB vs DPZ
-26.2%
+50.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | -4.5% | -4.4% | -0.1% | -4.1% |
| 3M | +5.7% | +7.6% | -2.0% | +5.0% |
| 6M | +17.1% | -16.9% | +34.1% | +18.1% |
| YTD | +18.3% | -18.6% | +37.0% | +20.3% |
| All | +24.1% | -26.2% | +50.3% | +24.6% |
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 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