+115.3%
FOXA vs DPZ
-10.0%
+125.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -0.6% | -1.5% | +0.8% | -0.3% |
| 30D | +2.3% | -4.4% | +6.8% | +3.2% |
| 3M | -2.8% | +7.6% | -10.5% | -4.5% |
| 6M | +9.6% | -16.9% | +26.5% | +12.6% |
| YTD | -9.9% | -18.6% | +8.7% | -7.2% |
| 1Y | +5.4% | -26.7% | +32.0% | +10.8% |
| 3Y | +115.3% | -9.3% | +124.6% | +109.5% |
| All | +115.3% | -10.0% | +125.3% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling