-26.1%
FLUT vs DPZ
+134.3%
-160.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.4% |
| 7D | -1.2% | -2.5% | +1.3% | -0.8% |
| 30D | +5.0% | +12.5% | -7.5% | +2.8% |
| 3M | -16.4% | -5.2% | -11.2% | -15.7% |
| 6M | -14.6% | +8.8% | -23.3% | -15.8% |
| YTD | -61.9% | -18.7% | -43.2% | -60.8% |
| 1Y | -65.0% | -15.7% | -49.4% | -64.3% |
| 3Y | -44.8% | -7.5% | -37.3% | -44.4% |
| 5Y | -49.9% | -30.1% | -19.8% | -49.5% |
| All | -26.1% | +134.3% | -160.3% | -26.6% |
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