+906.2%
FN vs DPZ
+153.4%
+752.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.5% |
| 7D | -1.7% | -2.5% | +0.9% | -1.2% |
| 30D | -22.0% | -7.0% | -15.0% | -21.1% |
| 3M | -43.0% | +11.6% | -54.6% | -44.8% |
| 6M | -27.7% | -15.2% | -12.6% | -25.8% |
| YTD | -10.5% | -17.2% | +6.7% | -7.7% |
| 1Y | +12.5% | -24.8% | +37.3% | +18.4% |
| 3Y | +153.8% | -8.7% | +162.5% | +152.4% |
| 5Y | +288.0% | -28.9% | +316.9% | +299.6% |
| All | +906.2% | +153.4% | +752.8% | +604.7% |
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