+648.0%
FLEX vs DPZ
+5,248.7%
-4,600.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +2.2% | -3.5% | +5.8% | +3.5% |
| 30D | -32.6% | +5.7% | -38.3% | -34.5% |
| 3M | -35.5% | -7.5% | -28.0% | -34.5% |
| 6M | -45.6% | +6.2% | -51.8% | -48.5% |
| YTD | +30.7% | -19.8% | +50.5% | +36.2% |
| 1Y | +28.4% | -18.0% | +46.3% | +32.3% |
| 3Y | +301.7% | -8.8% | +310.5% | +289.0% |
| 5Y | +473.3% | -30.2% | +503.5% | +500.3% |
| 10Y | +651.7% | +132.0% | +519.7% | +341.2% |
| All | +648.0% | +5,248.7% | -4,600.7% | -17.0% |
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