-22.1%
FPS vs DPZ
-15.7%
-6.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | 0.0% | +16.0% | +16.0% |
| 7D | -8.0% | +3.7% | -11.7% | -4.5% |
| 30D | -43.5% | +8.0% | -51.6% | -39.3% |
| 3M | -41.6% | -4.2% | -37.4% | -40.8% |
| 6M | -44.0% | +4.6% | -48.6% | -38.0% |
| All | -22.1% | -15.7% | -6.4% | -17.1% |
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