+61.0%
XLC vs DPZ
-3.1%
+64.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +4.9% | +6.6% | -1.7% | +3.8% |
| 30D | -5.8% | +10.3% | -16.1% | -7.4% |
| 3M | -5.4% | -6.2% | +0.7% | -4.6% |
| 6M | -10.2% | +4.2% | -14.4% | -11.0% |
| YTD | -10.2% | -18.4% | +8.2% | -7.8% |
| 1Y | -5.6% | -14.9% | +9.3% | -3.8% |
| 3Y | +61.0% | -4.6% | +65.6% | +62.7% |
| All | +61.0% | -3.1% | +64.1% | +62.7% |
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