+59.5%
XLF vs DPZ
-28.4%
+87.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.0% | -3.5% | +2.6% | -0.2% |
| 30D | +6.5% | +5.7% | +0.8% | +5.2% |
| 3M | +1.8% | -7.5% | +9.3% | +3.3% |
| 6M | +15.4% | +6.2% | +9.2% | +13.3% |
| YTD | +8.4% | -19.8% | +28.1% | +12.8% |
| 1Y | +11.9% | -18.0% | +29.9% | +15.8% |
| 3Y | +81.1% | -8.8% | +89.9% | +79.4% |
| 5Y | +59.5% | -30.2% | +89.7% | +56.0% |
| All | +59.5% | -28.4% | +87.9% | +56.0% |
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