-93.2%
FRMI vs DPZ
-14.7%
-78.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.4% | -16.0% | -8.1% |
| 7D | -39.7% | +10.1% | -49.8% | -36.8% |
| 30D | -55.2% | +14.6% | -69.8% | -52.4% |
| 3M | -71.2% | -6.8% | -64.4% | -71.2% |
| 6M | -64.1% | +4.4% | -68.5% | -62.0% |
| YTD | -77.2% | -16.8% | -60.4% | -77.4% |
| 1Y | -93.2% | -14.5% | -78.7% | -92.9% |
| All | -93.2% | -14.7% | -78.5% | -92.9% |
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