+894.6%
FIX vs DPZ
-27.3%
+921.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.3% | -11.9% | -11.6% |
| 7D | -27.2% | +9.5% | -36.7% | -28.1% |
| 30D | -46.9% | +12.8% | -59.7% | -47.8% |
| 3M | -44.4% | -6.2% | -38.2% | -43.9% |
| 6M | -50.9% | +4.3% | -55.2% | -51.6% |
| YTD | +3.5% | -16.6% | +20.1% | +7.3% |
| 1Y | -2.1% | -12.8% | +10.7% | 0.0% |
| 3Y | +418.7% | -0.8% | +419.6% | +416.1% |
| 5Y | +894.6% | -25.8% | +920.4% | +980.4% |
| All | +894.6% | -27.3% | +921.8% | +980.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling