+204.2%
FXI vs DPZ
+4,624.4%
-4,420.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | -0.6% | +5.7% | -6.3% | -2.4% |
| 3M | -4.9% | -7.5% | +2.6% | -2.9% |
| 6M | -8.8% | +6.2% | -15.0% | -11.3% |
| YTD | -10.7% | -19.8% | +9.0% | -5.8% |
| 1Y | -15.2% | -18.0% | +2.7% | -11.3% |
| 3Y | +42.5% | -8.8% | +51.3% | +40.8% |
| 5Y | -7.8% | -30.2% | +22.4% | -3.0% |
| 10Y | +20.0% | +132.0% | -112.0% | -23.9% |
| All | +204.2% | +4,624.4% | -4,420.2% | -47.5% |
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