-94.4%
FRMI vs DPZ
-22.3%
-72.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.4% | +18.0% | +17.3% |
| 7D | -0.5% | -3.5% | +3.0% | -2.2% |
| 30D | -44.3% | +5.7% | -50.0% | -42.4% |
| 3M | -74.6% | -7.5% | -67.1% | -74.7% |
| 6M | -66.3% | +6.2% | -72.5% | -64.2% |
| YTD | -77.4% | -19.8% | -57.6% | -78.6% |
| 1Y | -91.7% | -18.0% | -73.8% | -91.9% |
| All | -94.4% | -22.3% | -72.2% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling