+142.5%
XLC vs DPZ
+33.4%
+109.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | +1.0% | -7.0% | +8.0% | +2.7% |
| 3M | -0.7% | +11.6% | -12.3% | -3.5% |
| 6M | -5.1% | -15.2% | +10.0% | -2.0% |
| YTD | -4.3% | -17.2% | +13.0% | -0.7% |
| 1Y | -0.6% | -24.8% | +24.3% | +5.4% |
| 3Y | +72.7% | -8.7% | +81.4% | +71.1% |
| 5Y | +38.0% | -28.9% | +66.9% | +42.6% |
| All | +142.5% | +33.4% | +109.1% | +110.2% |
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