+1,593.4%
FTI vs DPZ
+5,417.8%
-3,824.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +15.3% | -7.0% | +22.3% | +17.2% |
| 3M | +15.8% | +11.6% | +4.2% | +11.5% |
| 6M | +22.6% | -15.2% | +37.8% | +26.3% |
| YTD | +79.5% | -17.2% | +96.8% | +85.9% |
| 1Y | +102.0% | -24.8% | +126.9% | +114.3% |
| 3Y | +315.8% | -8.7% | +324.5% | +312.3% |
| 5Y | +1,129.5% | -28.9% | +1,158.4% | +1,169.6% |
| 10Y | +320.9% | +153.6% | +167.3% | +171.3% |
| All | +1,593.4% | +5,417.8% | -3,824.3% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling