+8.1%
FPS vs DPZ
-14.5%
+22.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +1.5% |
| 7D | +3.1% | -2.5% | +5.7% | +1.6% |
| 30D | -18.6% | -7.0% | -11.6% | -21.8% |
| 3M | -51.5% | +11.6% | -63.1% | -46.8% |
| 6M | -8.5% | -15.2% | +6.7% | -7.6% |
| All | +8.1% | -14.5% | +22.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling