+45.1%
FXI vs DPZ
-5.8%
+50.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.4% | +3.7% | +0.7% | +3.8% |
| 30D | +1.2% | +8.0% | -6.8% | -0.1% |
| 3M | -4.2% | -4.2% | 0.0% | -3.7% |
| 6M | -6.2% | +4.6% | -10.8% | -7.3% |
| YTD | -8.8% | -18.4% | +9.6% | -5.8% |
| 1Y | -11.6% | -16.8% | +5.1% | -9.1% |
| 3Y | +45.1% | -5.0% | +50.2% | +50.4% |
| All | +45.1% | -5.8% | +50.9% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling