+163.9%
XLE vs DPZ
+125.0%
+38.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -7.9% | +3.7% | -11.6% | -8.3% |
| 30D | -4.8% | +8.0% | -12.8% | -5.7% |
| 3M | +8.4% | -4.2% | +12.6% | +8.7% |
| 6M | +12.7% | +4.6% | +8.1% | +11.7% |
| YTD | +41.3% | -18.4% | +59.7% | +43.8% |
| 1Y | +42.3% | -16.8% | +59.1% | +44.5% |
| 3Y | +65.1% | -5.0% | +70.1% | +64.1% |
| 5Y | +150.2% | -27.8% | +178.0% | +152.2% |
| 10Y | +163.9% | +121.1% | +42.9% | +134.4% |
| All | +163.9% | +125.0% | +38.9% | +134.4% |
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