+625.8%
XLE vs DPZ
+5,341.2%
-4,715.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.4% |
| 7D | -12.0% | +6.6% | -18.6% | -13.3% |
| 30D | -2.7% | +10.3% | -13.0% | -4.9% |
| 3M | +6.6% | -6.2% | +12.7% | +7.5% |
| 6M | +9.5% | +4.2% | +5.3% | +7.6% |
| YTD | +40.6% | -18.4% | +59.0% | +44.8% |
| 1Y | +43.6% | -14.9% | +58.5% | +46.6% |
| 3Y | +58.1% | -4.6% | +62.7% | +55.0% |
| 5Y | +152.2% | -27.4% | +179.6% | +157.2% |
| 10Y | +172.9% | +125.9% | +47.0% | +98.0% |
| All | +625.8% | +5,341.2% | -4,715.4% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling