+184.3%
FTI vs DPZ
+129.5%
+54.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.4% | -3.5% | +4.9% | +1.8% |
| 30D | -6.3% | +5.7% | -11.9% | -7.0% |
| 3M | -13.1% | -7.5% | -5.7% | -12.5% |
| 6M | -8.0% | +6.2% | -14.2% | -9.2% |
| YTD | +47.1% | -19.8% | +66.8% | +50.5% |
| 1Y | +50.7% | -18.0% | +68.6% | +53.6% |
| 3Y | +209.0% | -8.8% | +217.7% | +210.2% |
| 5Y | +847.0% | -30.2% | +877.2% | +867.0% |
| 10Y | +184.3% | +132.0% | +52.3% | +147.0% |
| All | +184.3% | +129.5% | +54.8% | +147.0% |
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