-21.7%
FN vs DPZ
-16.5%
-5.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +16.3% | +3.7% | +12.6% | +18.3% |
| 30D | -24.7% | +8.0% | -32.8% | -22.0% |
| 3M | -34.9% | -4.2% | -30.7% | -35.2% |
| 6M | -41.1% | +4.6% | -45.7% | -38.0% |
| YTD | -19.6% | -18.4% | -1.2% | -12.5% |
| All | -21.7% | -16.5% | -5.2% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling