-16.7%
FXI vs DPZ
-16.8%
+0.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -4.2% | -2.5% | -1.7% | -3.9% |
| 30D | -2.0% | +12.5% | -14.6% | -3.2% |
| 3M | -5.0% | -5.2% | +0.2% | -4.6% |
| 6M | -9.6% | +8.8% | -18.4% | -10.6% |
| YTD | -11.9% | -18.7% | +6.7% | -9.5% |
| 1Y | -16.7% | -15.7% | -1.0% | -14.7% |
| All | -16.7% | -16.8% | +0.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling