+545.1%
XLB vs DPZ
+5,417.8%
-4,872.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -1.4% | -2.5% | +1.2% | -0.7% |
| 30D | -0.4% | -7.0% | +6.6% | +1.4% |
| 3M | +2.0% | +11.6% | -9.6% | -1.3% |
| 6M | +1.8% | -15.2% | +17.0% | +5.4% |
| YTD | +16.6% | -17.2% | +33.8% | +21.3% |
| 1Y | +16.9% | -24.8% | +41.8% | +24.6% |
| 3Y | +32.6% | -8.7% | +41.2% | +32.1% |
| 5Y | +35.6% | -28.9% | +64.6% | +41.6% |
| 10Y | +160.0% | +153.6% | +6.4% | +79.2% |
| All | +545.1% | +5,417.8% | -4,872.7% | +65.0% |
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