+217.7%
XLF vs DPZ
+140.2%
+77.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | +2.7% | +2.2% | +0.4% | +2.2% |
| 30D | +7.6% | +15.5% | -7.9% | +4.9% |
| 3M | +1.1% | -2.0% | +3.1% | +1.3% |
| 6M | +15.9% | +12.1% | +3.7% | +13.1% |
| YTD | +8.4% | -16.6% | +25.0% | +11.2% |
| 1Y | +12.5% | -14.6% | +27.1% | +14.8% |
| 3Y | +81.6% | -4.1% | +85.7% | +79.8% |
| 5Y | +59.3% | -28.3% | +87.6% | +62.0% |
| All | +217.7% | +140.2% | +77.4% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling