+65.8%
XLE vs DPZ
-8.4%
+74.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -4.0% | +5.7% | -9.7% | -4.5% |
| 3M | +4.6% | -7.5% | +12.1% | +5.3% |
| 6M | +12.3% | +6.2% | +6.1% | +11.2% |
| YTD | +44.5% | -19.8% | +64.3% | +48.2% |
| 1Y | +42.4% | -18.0% | +60.4% | +45.4% |
| All | +65.8% | -8.4% | +74.2% | +70.9% |
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 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