+918.7%
XEL vs DPZ
+5,417.8%
-4,499.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.0% | -2.5% | +1.6% | -0.6% |
| 30D | -1.9% | -7.0% | +5.0% | -1.0% |
| 3M | -1.9% | +11.6% | -13.5% | -3.7% |
| 6M | -7.4% | -15.2% | +7.7% | -5.7% |
| YTD | +4.1% | -17.2% | +21.3% | +6.3% |
| 1Y | +8.0% | -24.8% | +32.9% | +11.8% |
| 3Y | +48.4% | -8.7% | +57.1% | +47.6% |
| 5Y | +27.2% | -28.9% | +56.2% | +29.5% |
| 10Y | +146.8% | +153.6% | -6.8% | +101.5% |
| All | +918.7% | +5,417.8% | -4,499.1% | +352.6% |
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