+58.1%
XLE vs DPZ
-3.1%
+61.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -12.0% | +6.6% | -18.6% | -12.4% |
| 30D | -2.7% | +10.3% | -13.0% | -3.5% |
| 3M | +6.6% | -6.2% | +12.7% | +7.2% |
| 6M | +9.5% | +4.2% | +5.3% | +8.8% |
| YTD | +40.6% | -18.4% | +59.0% | +43.9% |
| 1Y | +43.6% | -14.9% | +58.5% | +46.0% |
| 3Y | +58.1% | -4.6% | +62.7% | +61.2% |
| All | +58.1% | -3.1% | +61.2% | +61.2% |
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 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