+163.9%
XLE vs DPZ
+116.9%
+47.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | -6.7% | +2.2% | -8.9% | -6.9% |
| 30D | -4.4% | +6.7% | -11.1% | -5.1% |
| 3M | +4.0% | -4.5% | +8.5% | +4.3% |
| 6M | +13.2% | +3.3% | +9.9% | +12.3% |
| YTD | +41.9% | -19.4% | +61.3% | +44.6% |
| 1Y | +41.6% | -17.3% | +58.9% | +43.9% |
| 3Y | +64.0% | -8.4% | +72.4% | +63.7% |
| 5Y | +158.1% | -28.2% | +186.3% | +160.3% |
| 10Y | +163.9% | +130.9% | +33.1% | +133.0% |
| All | +163.9% | +116.9% | +47.1% | +133.0% |
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