+943.2%
XBI vs DPZ
+2,814.8%
-1,871.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.7% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | +2.9% | -4.4% | +7.3% | +4.0% |
| 3M | +26.2% | +7.6% | +18.6% | +22.5% |
| 6M | +30.7% | -16.9% | +47.7% | +36.4% |
| YTD | +32.9% | -18.6% | +51.6% | +39.3% |
| 1Y | +72.3% | -26.7% | +98.9% | +85.7% |
| 3Y | +107.2% | -9.3% | +116.5% | +106.1% |
| 5Y | +23.2% | -31.0% | +54.2% | +30.9% |
| 10Y | +158.5% | +152.4% | +6.2% | +79.5% |
| All | +943.2% | +2,814.8% | -1,871.6% | +220.7% |
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 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