+164.5%
XLB vs DPZ
+143.2%
+21.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.2% |
| 7D | -2.9% | -7.3% | +4.3% | -1.5% |
| 30D | -3.4% | -7.6% | +4.2% | -1.9% |
| 3M | +1.6% | +1.8% | -0.2% | +0.9% |
| 6M | +3.6% | -21.8% | +25.5% | +8.2% |
| YTD | +14.2% | -22.0% | +36.3% | +19.2% |
| 1Y | +15.6% | -28.6% | +44.2% | +22.6% |
| 3Y | +33.1% | -13.1% | +46.2% | +34.7% |
| 5Y | +35.1% | -33.2% | +68.3% | +40.3% |
| 10Y | +164.5% | +147.0% | +17.5% | +113.4% |
| All | +164.5% | +143.2% | +21.4% | +113.4% |
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