+75.2%
XLF vs DPZ
-10.0%
+85.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +0.2% | -1.5% | +1.6% | +0.4% |
| 30D | -0.5% | -4.4% | +3.9% | +0.2% |
| 3M | +10.6% | +7.6% | +3.0% | +8.9% |
| 6M | +14.3% | -16.9% | +31.2% | +17.8% |
| YTD | +5.5% | -18.6% | +24.2% | +9.1% |
| 1Y | +9.6% | -26.7% | +36.2% | +15.7% |
| 3Y | +75.2% | -9.3% | +84.5% | +73.6% |
| All | +75.2% | -10.0% | +85.2% | +73.6% |
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