-32.8%
FPS vs DPZ
-15.7%
-17.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.1% | +5.3% |
| 7D | -24.5% | +6.6% | -31.1% | -20.1% |
| 30D | -52.1% | +10.3% | -62.4% | -47.8% |
| 3M | -48.4% | -6.2% | -42.2% | -48.3% |
| 6M | -54.4% | +4.2% | -58.6% | -49.4% |
| All | -32.8% | -15.7% | -17.2% | -28.5% |
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 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