+1,277.0%
FTI vs DPZ
+5,324.1%
-4,047.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +5.4% | -2.5% | +7.9% | +6.0% |
| 30D | -8.2% | +12.5% | -20.7% | -11.2% |
| 3M | -13.7% | -5.2% | -8.5% | -13.1% |
| 6M | -11.2% | +8.8% | -20.0% | -14.3% |
| YTD | +46.0% | -18.7% | +64.7% | +51.0% |
| 1Y | +51.8% | -15.7% | +67.5% | +55.5% |
| 3Y | +206.7% | -7.5% | +214.2% | +202.3% |
| 5Y | +862.0% | -30.1% | +892.1% | +896.3% |
| 10Y | +182.3% | +135.3% | +47.0% | +85.7% |
| All | +1,277.0% | +5,324.1% | -4,047.1% | +141.1% |
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