+29.0%
XEL vs DPZ
-34.0%
+63.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | +0.9% | -7.3% | +8.2% | +1.6% |
| 30D | -0.9% | -7.6% | +6.7% | -0.2% |
| 3M | -1.4% | +1.8% | -3.2% | -1.8% |
| 6M | -5.8% | -21.8% | +16.0% | -3.7% |
| YTD | +4.7% | -22.0% | +26.7% | +7.0% |
| 1Y | +9.1% | -28.6% | +37.7% | +12.5% |
| 3Y | +47.8% | -13.1% | +60.9% | +47.7% |
| 5Y | +29.0% | -33.2% | +62.2% | +30.4% |
| All | +29.0% | -34.0% | +63.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling