-9.2%
FLUT vs DPZ
+150.4%
-159.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | +6.3% | -4.4% | +10.7% | +7.2% |
| 3M | -4.0% | +7.6% | -11.7% | -5.2% |
| 6M | -10.3% | -16.9% | +6.7% | -7.9% |
| YTD | -53.2% | -18.6% | -34.5% | -51.8% |
| 1Y | -65.0% | -26.7% | -38.4% | -63.5% |
| 3Y | -43.9% | -9.3% | -34.6% | -43.3% |
| 5Y | -49.2% | -31.0% | -18.2% | -48.8% |
| 10Y | -9.2% | +152.4% | -161.5% | -10.8% |
| All | -9.2% | +150.4% | -159.6% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling