+93.1%
FOXA vs DPZ
-30.2%
+123.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -0.6% | -1.5% | +0.8% | -0.3% |
| 30D | +2.3% | -4.4% | +6.8% | +3.3% |
| 3M | -2.8% | +7.6% | -10.5% | -4.6% |
| 6M | +9.6% | -16.9% | +26.5% | +13.3% |
| YTD | -9.9% | -18.6% | +8.7% | -6.5% |
| 1Y | +5.4% | -26.7% | +32.0% | +11.8% |
| 3Y | +115.3% | -9.3% | +124.6% | +113.9% |
| 5Y | +93.1% | -31.0% | +124.1% | +100.0% |
| All | +93.1% | -30.2% | +123.2% | +100.0% |
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