+65.1%
XLF vs DPZ
-31.1%
+96.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +0.2% | -1.5% | +1.6% | +0.5% |
| 30D | -0.5% | -4.4% | +3.9% | +0.3% |
| 3M | +10.6% | +7.6% | +3.0% | +8.6% |
| 6M | +14.3% | -16.9% | +31.2% | +18.3% |
| YTD | +5.5% | -18.6% | +24.2% | +9.5% |
| 1Y | +9.6% | -26.7% | +36.2% | +16.3% |
| 3Y | +75.2% | -9.3% | +84.5% | +74.2% |
| All | +65.1% | -31.1% | +96.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling