+104.3%
FITB vs DPZ
+5,417.8%
-5,313.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +0.6% | -2.5% | +3.2% | +1.6% |
| 30D | -4.7% | -7.0% | +2.2% | -2.2% |
| 3M | +6.7% | +11.6% | -4.9% | +1.4% |
| 6M | +12.6% | -15.2% | +27.7% | +18.4% |
| YTD | +19.1% | -17.2% | +36.4% | +25.9% |
| 1Y | +22.6% | -24.8% | +47.5% | +34.4% |
| 3Y | +127.1% | -8.7% | +135.8% | +123.8% |
| 5Y | +71.8% | -28.9% | +100.7% | +81.5% |
| 10Y | +287.2% | +153.6% | +133.5% | +106.5% |
| All | +104.3% | +5,417.8% | -5,313.5% | -74.6% |
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 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