+15.0%
FXI vs DPZ
+143.2%
-128.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.5% |
| 7D | -2.8% | -7.3% | +4.5% | -1.4% |
| 30D | -5.3% | -7.6% | +2.3% | -4.0% |
| 3M | +0.3% | +1.8% | -1.5% | -0.4% |
| 6M | -4.6% | -21.8% | +17.2% | -0.5% |
| YTD | -9.1% | -22.0% | +12.9% | -5.3% |
| 1Y | -12.0% | -28.6% | +16.6% | -6.8% |
| 3Y | +38.6% | -13.1% | +51.7% | +39.6% |
| 5Y | -6.6% | -33.2% | +26.6% | -3.6% |
| 10Y | +15.0% | +147.0% | -132.0% | -11.0% |
| All | +15.0% | +143.2% | -128.2% | -11.0% |
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