+617.7%
FLUT vs DPZ
+5,339.6%
-4,721.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.5% | +3.7% | -10.1% | -6.7% |
| 30D | +2.8% | +8.0% | -5.3% | +2.2% |
| 3M | -13.5% | -4.2% | -9.3% | -13.2% |
| 6M | -19.0% | +4.6% | -23.6% | -19.2% |
| YTD | -61.9% | -18.4% | -43.5% | -61.4% |
| 1Y | -63.2% | -16.8% | -46.5% | -62.9% |
| 3Y | -46.0% | -5.0% | -41.0% | -45.9% |
| 5Y | -51.8% | -27.8% | -24.0% | -51.5% |
| 10Y | -26.1% | +121.1% | -147.1% | -27.6% |
| All | +617.7% | +5,339.6% | -4,721.9% | +538.5% |
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