+54.6%
XLE vs DPZ
-9.3%
+63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +2.2% | -2.5% | +4.8% | +2.4% |
| 30D | +11.8% | -7.0% | +18.7% | +12.5% |
| 3M | +9.8% | +11.6% | -1.8% | +8.3% |
| 6M | +15.6% | -15.2% | +30.8% | +17.7% |
| YTD | +45.3% | -17.2% | +62.5% | +48.2% |
| 1Y | +48.3% | -24.8% | +73.2% | +53.4% |
| All | +54.6% | -9.3% | +63.9% | +58.7% |
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