+42.4%
XLE vs DPZ
-17.9%
+60.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | -0.2% | -3.5% | +3.3% | -0.5% |
| 30D | -4.0% | +5.7% | -9.7% | -3.6% |
| 3M | +4.6% | -7.5% | +12.1% | +4.7% |
| 6M | +12.3% | +6.2% | +6.1% | +12.5% |
| YTD | +44.5% | -19.8% | +64.3% | +45.5% |
| 1Y | +42.4% | -18.0% | +60.4% | +42.9% |
| All | +42.4% | -17.9% | +60.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling