+147.8%
XEL vs DPZ
+141.0%
+6.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -0.3% | -8.6% | +8.4% | +0.7% |
| 30D | -3.9% | -11.9% | +8.0% | -2.6% |
| 3M | -2.8% | +0.4% | -3.2% | -3.1% |
| 6M | -5.4% | -19.9% | +14.5% | -3.3% |
| YTD | +3.8% | -24.4% | +28.2% | +6.6% |
| 1Y | +6.8% | -30.4% | +37.3% | +10.8% |
| 3Y | +45.6% | -17.4% | +62.9% | +46.6% |
| 5Y | +30.7% | -34.6% | +65.3% | +33.4% |
| All | +147.8% | +141.0% | +6.8% | +112.9% |
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