+141.4%
XLC vs DPZ
+31.2%
+110.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.6% | -1.5% | +2.0% | +0.9% |
| 30D | +0.2% | -4.4% | +4.7% | +1.2% |
| 3M | +0.6% | +7.6% | -7.0% | -1.3% |
| 6M | -4.5% | -16.9% | +12.4% | -0.9% |
| YTD | -4.7% | -18.6% | +13.9% | -0.7% |
| 1Y | -1.7% | -26.7% | +25.0% | +4.9% |
| 3Y | +72.3% | -9.3% | +81.6% | +71.0% |
| 5Y | +37.8% | -31.0% | +68.8% | +43.3% |
| All | +141.4% | +31.2% | +110.2% | +110.0% |
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 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