+90.1%
FOXA vs DPZ
+40.7%
+49.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -3.7% | -8.6% | +4.8% | -2.2% |
| 30D | +5.4% | -11.2% | +16.6% | +7.5% |
| 3M | -3.7% | +1.4% | -5.2% | -4.1% |
| 6M | +12.6% | -19.9% | +32.5% | +16.3% |
| YTD | -10.0% | -23.0% | +13.1% | -6.4% |
| 1Y | +15.0% | -28.2% | +43.3% | +20.9% |
| 3Y | +115.1% | -14.2% | +129.3% | +117.4% |
| 5Y | +93.0% | -33.4% | +126.4% | +97.6% |
| All | +90.1% | +40.7% | +49.4% | +67.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling