-93.7%
FRMI vs DPZ
-21.2%
-72.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.4% | +12.4% | +14.5% |
| 7D | +34.6% | -2.5% | +37.1% | +32.9% |
| 30D | -44.6% | +12.5% | -57.2% | -41.4% |
| 3M | -72.9% | -5.2% | -67.7% | -72.8% |
| 6M | -62.3% | +8.8% | -71.1% | -59.6% |
| YTD | -74.3% | -18.7% | -55.6% | -75.5% |
| 1Y | -90.5% | -15.7% | -74.9% | -90.5% |
| All | -93.7% | -21.2% | -72.5% | -94.2% |
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