+838.8%
FTI vs DPZ
-28.2%
+867.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -3.3% | +2.2% | -5.4% | -3.5% |
| 30D | -7.2% | +6.7% | -13.9% | -8.0% |
| 3M | -12.9% | -4.5% | -8.3% | -12.5% |
| 6M | -7.9% | +3.3% | -11.2% | -8.8% |
| YTD | +45.2% | -19.4% | +64.6% | +49.5% |
| 1Y | +48.1% | -17.3% | +65.3% | +51.8% |
| 3Y | +205.0% | -8.4% | +213.4% | +209.2% |
| 5Y | +838.8% | -28.2% | +867.0% | +756.7% |
| All | +838.8% | -28.2% | +867.0% | +756.7% |
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