+299.9%
XLF vs DPZ
+5,248.7%
-4,948.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | +1.8% | -7.5% | +9.3% | +4.1% |
| 6M | +15.4% | +6.2% | +9.2% | +12.0% |
| YTD | +8.4% | -19.8% | +28.1% | +14.7% |
| 1Y | +11.9% | -18.0% | +29.9% | +17.5% |
| 3Y | +81.1% | -8.8% | +89.9% | +78.9% |
| 5Y | +59.5% | -30.2% | +89.7% | +68.1% |
| 10Y | +225.2% | +132.0% | +93.2% | +95.5% |
| All | +299.9% | +5,248.7% | -4,948.9% | -40.9% |
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