-49.8%
FLUT vs DPZ
-28.5%
-21.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.8% |
| 7D | -0.7% | +2.2% | -2.9% | -1.5% |
| 30D | +9.3% | +15.5% | -6.2% | +4.2% |
| 3M | -17.5% | -2.0% | -15.5% | -17.1% |
| 6M | -14.6% | +12.1% | -26.8% | -17.8% |
| YTD | -62.3% | -16.6% | -45.7% | -60.6% |
| 1Y | -59.6% | -14.6% | -45.1% | -58.2% |
| 3Y | -45.3% | -4.1% | -41.1% | -46.3% |
| All | -49.8% | -28.5% | -21.3% | -52.2% |
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