+3,078.0%
FN vs DPZ
+3,593.6%
-515.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -7.3% |
| 7D | -7.0% | +10.1% | -17.1% | -9.4% |
| 30D | -24.7% | +14.6% | -39.3% | -27.5% |
| 3M | -35.7% | -6.8% | -28.9% | -35.0% |
| 6M | -52.4% | +4.4% | -56.8% | -54.0% |
| YTD | -25.0% | -16.8% | -8.1% | -22.6% |
| 1Y | -25.7% | -14.5% | -11.2% | -24.2% |
| 3Y | +110.2% | -1.1% | +111.3% | +101.5% |
| 5Y | +192.3% | -28.0% | +220.3% | +202.3% |
| 10Y | +812.3% | +130.2% | +682.0% | +471.5% |
| All | +3,078.0% | +3,593.6% | -515.6% | +463.1% |
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