+442.4%
FLEX vs DPZ
-9.3%
+451.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | -0.9% | -2.5% | +1.7% | -0.8% |
| 30D | -10.1% | -7.0% | -3.2% | -9.7% |
| 3M | -31.3% | +11.6% | -42.9% | -32.4% |
| 6M | +71.3% | -15.2% | +86.4% | +80.9% |
| YTD | +81.2% | -17.2% | +98.5% | +92.7% |
| 1Y | +98.5% | -24.8% | +123.3% | +118.1% |
| All | +442.4% | -9.3% | +451.8% | +476.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling