+6.5%
FIX vs DPZ
-14.8%
+21.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +4.2% |
| 7D | -17.5% | +6.6% | -24.0% | -14.1% |
| 30D | -41.6% | +10.3% | -51.9% | -38.0% |
| 3M | -40.6% | -6.2% | -34.4% | -40.9% |
| 6M | -49.4% | +4.2% | -53.6% | -46.2% |
| YTD | +9.2% | -18.4% | +27.6% | +11.4% |
| 1Y | +6.5% | -14.9% | +21.4% | +9.8% |
| All | +6.5% | -14.8% | +21.2% | +9.8% |
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