+143.3%
FN vs DPZ
-27.3%
+170.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.3% | -14.5% | -14.3% |
| 7D | -16.0% | +9.5% | -25.5% | -17.2% |
| 30D | -40.1% | +12.8% | -52.9% | -41.3% |
| 3M | -43.9% | -6.2% | -37.7% | -43.4% |
| 6M | -55.6% | +4.3% | -59.9% | -56.4% |
| YTD | -35.7% | -16.6% | -19.0% | -32.9% |
| 1Y | -39.8% | -12.8% | -27.0% | -38.2% |
| 3Y | +80.3% | -0.8% | +81.1% | +74.4% |
| 5Y | +143.3% | -25.8% | +169.1% | +150.8% |
| All | +143.3% | -27.3% | +170.5% | +150.8% |
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