+188.0%
XEL vs DPZ
+140.2%
+47.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | +2.4% | +2.2% | +0.2% | +2.2% |
| 30D | +8.3% | +15.5% | -7.2% | +6.6% |
| 3M | +4.2% | -2.0% | +6.2% | +4.2% |
| 6M | +3.7% | +12.1% | -8.4% | +2.1% |
| YTD | +13.1% | -16.6% | +29.6% | +14.8% |
| 1Y | +5.0% | -14.6% | +19.6% | +6.3% |
| 3Y | +55.0% | -4.1% | +59.1% | +53.4% |
| 5Y | +51.8% | -28.3% | +80.1% | +53.3% |
| All | +188.0% | +140.2% | +47.8% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling