+210.8%
FXI vs DPZ
+4,704.7%
-4,493.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.4% | +3.7% | +0.7% | +3.2% |
| 30D | +1.2% | +8.0% | -6.8% | -1.3% |
| 3M | -4.2% | -4.2% | 0.0% | -3.3% |
| 6M | -6.2% | +4.6% | -10.8% | -8.4% |
| YTD | -8.8% | -18.4% | +9.6% | -4.2% |
| 1Y | -11.6% | -16.8% | +5.1% | -7.9% |
| 3Y | +45.1% | -5.0% | +50.2% | +41.6% |
| 5Y | -1.2% | -27.8% | +26.6% | +2.9% |
| 10Y | +20.1% | +121.1% | -101.0% | -22.4% |
| All | +210.8% | +4,704.7% | -4,493.8% | -46.6% |
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