+29.0%
XLB vs DPZ
-27.1%
+56.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | -1.5% | +6.6% | -8.1% | -3.0% |
| 30D | +6.1% | +10.3% | -4.2% | +3.5% |
| 3M | 0.0% | -6.2% | +6.2% | +1.3% |
| 6M | 0.0% | +4.2% | -4.3% | -1.7% |
| YTD | +16.0% | -18.4% | +34.4% | +21.1% |
| 1Y | +24.7% | -14.9% | +39.7% | +28.6% |
| 3Y | +40.4% | -4.6% | +45.0% | +38.0% |
| All | +29.0% | -27.1% | +56.1% | +31.6% |
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 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