+278.4%
FTI vs DPZ
-10.0%
+288.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | +12.3% | -4.4% | +16.8% | +12.9% |
| 3M | +13.8% | +7.6% | +6.1% | +11.9% |
| 6M | +24.3% | -16.9% | +41.2% | +29.0% |
| YTD | +75.8% | -18.6% | +94.4% | +83.1% |
| 1Y | +99.6% | -26.7% | +126.3% | +113.6% |
| 3Y | +278.4% | -9.3% | +287.7% | +289.4% |
| All | +278.4% | -10.0% | +288.4% | +289.4% |
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