+103.4%
FITB vs DPZ
+5,272.5%
-5,169.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.4% |
| 30D | +7.0% | +6.7% | +0.3% | +4.2% |
| 3M | -4.4% | -4.5% | +0.2% | -3.1% |
| 6M | +11.6% | +3.3% | +8.3% | +8.9% |
| YTD | +18.6% | -19.4% | +38.0% | +26.3% |
| 1Y | +29.8% | -17.3% | +47.1% | +36.7% |
| 3Y | +140.7% | -8.4% | +149.1% | +136.5% |
| 5Y | +48.6% | -28.2% | +76.8% | +56.4% |
| 10Y | +224.4% | +130.9% | +93.5% | +80.4% |
| All | +103.4% | +5,272.5% | -5,169.1% | -74.5% |
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