+99.6%
FOXA vs DPZ
+52.5%
+47.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.7% |
| 7D | +2.7% | +2.2% | +0.4% | +2.3% |
| 30D | +10.0% | +15.5% | -5.5% | +7.2% |
| 3M | +5.0% | -2.0% | +7.0% | +5.2% |
| 6M | +3.4% | +12.1% | -8.8% | +1.1% |
| YTD | -5.5% | -16.6% | +11.1% | -3.2% |
| 1Y | +5.5% | -14.6% | +20.1% | +7.6% |
| 3Y | +139.3% | -4.1% | +143.4% | +137.3% |
| 5Y | +77.2% | -28.3% | +105.5% | +78.8% |
| All | +99.6% | +52.5% | +47.1% | +73.2% |
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 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