-85.1%
FRMI vs DPZ
-13.7%
-71.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.5% | +24.2% | +27.5% |
| 7D | +66.2% | +2.2% | +64.0% | +67.0% |
| 30D | -17.4% | +15.5% | -32.9% | -12.9% |
| 3M | -60.5% | -2.0% | -58.4% | -59.7% |
| 6M | -56.5% | +12.1% | -68.6% | -53.5% |
| YTD | -67.4% | -16.6% | -50.8% | -66.3% |
| 1Y | -85.1% | -14.6% | -70.5% | -84.9% |
| All | -85.1% | -13.7% | -71.4% | -84.9% |
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