-23.6%
FPS vs DPZ
-15.9%
-7.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.4% | -11.3% | -8.7% |
| 7D | +21.6% | -2.5% | +24.1% | +19.6% |
| 30D | -38.8% | +12.5% | -51.3% | -32.4% |
| 3M | -42.1% | -5.2% | -36.9% | -41.6% |
| 6M | -48.5% | +8.8% | -57.3% | -42.1% |
| All | -23.6% | -15.9% | -7.7% | -18.8% |
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