+743.6%
FN vs DPZ
+123.5%
+620.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.8% | +12.0% |
| 7D | 0.0% | +6.6% | -6.6% | -1.3% |
| 30D | -34.3% | +10.3% | -44.6% | -35.6% |
| 3M | -39.9% | -6.2% | -33.7% | -39.5% |
| 6M | -51.8% | +4.2% | -56.1% | -52.9% |
| YTD | -28.1% | -18.4% | -9.8% | -25.9% |
| 1Y | -29.1% | -14.9% | -14.1% | -27.7% |
| 3Y | +102.4% | -4.6% | +107.1% | +98.9% |
| 5Y | +171.7% | -27.4% | +199.1% | +177.7% |
| All | +743.6% | +123.5% | +620.1% | +578.6% |
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