+43.2%
XLB vs DPZ
-4.7%
+47.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.7% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +5.2% | +15.5% | -10.3% | +2.0% |
| 3M | +0.3% | -2.0% | +2.3% | +0.5% |
| 6M | +1.2% | +12.1% | -11.0% | -1.8% |
| YTD | +16.6% | -16.6% | +33.2% | +21.0% |
| 1Y | +21.4% | -14.6% | +36.0% | +25.1% |
| 3Y | +43.2% | -4.1% | +47.4% | +44.2% |
| All | +43.2% | -4.7% | +47.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling