-82.4%
FRMI vs DPZ
-21.2%
-61.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.7% | +13.2% | +10.9% |
| 7D | +23.3% | -1.5% | +24.8% | +22.8% |
| 30D | -7.6% | -4.4% | -3.2% | -8.9% |
| 3M | +0.2% | +7.6% | -7.5% | +4.5% |
| 6M | -28.7% | -16.9% | -11.8% | -31.5% |
| YTD | -28.6% | -18.6% | -10.0% | -33.2% |
| All | -82.4% | -21.2% | -61.3% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling