+184.1%
FTI vs DPZ
+140.2%
+43.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.5% | +1.8% |
| 7D | +4.3% | +2.2% | +2.1% | +4.1% |
| 30D | -4.7% | +15.5% | -20.2% | -6.3% |
| 3M | -13.5% | -2.0% | -11.5% | -13.5% |
| 6M | -8.7% | +12.1% | -20.9% | -10.6% |
| YTD | +49.0% | -16.6% | +65.6% | +51.8% |
| 1Y | +54.0% | -14.6% | +68.6% | +56.3% |
| 3Y | +211.6% | -4.1% | +215.8% | +211.1% |
| 5Y | +881.9% | -28.3% | +910.2% | +899.9% |
| All | +184.1% | +140.2% | +43.9% | +144.0% |
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