+542.0%
XLB vs DPZ
+5,341.2%
-4,799.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | -1.5% | +6.6% | -8.1% | -3.1% |
| 30D | +6.1% | +10.3% | -4.2% | +3.3% |
| 3M | 0.0% | -6.2% | +6.2% | +1.4% |
| 6M | 0.0% | +4.2% | -4.3% | -1.9% |
| YTD | +16.0% | -18.4% | +34.4% | +20.9% |
| 1Y | +24.7% | -14.9% | +39.7% | +28.5% |
| 3Y | +40.4% | -4.6% | +45.0% | +38.2% |
| 5Y | +30.7% | -27.4% | +58.1% | +35.6% |
| 10Y | +173.3% | +125.9% | +47.4% | +94.5% |
| All | +542.0% | +5,341.2% | -4,799.2% | +64.5% |
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