+294.9%
XLF vs DPZ
+5,417.8%
-5,122.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | +0.2% | -7.0% | +7.1% | +2.5% |
| 3M | +11.7% | +11.6% | +0.1% | +7.0% |
| 6M | +13.8% | -15.2% | +29.0% | +18.9% |
| YTD | +7.0% | -17.2% | +24.2% | +12.4% |
| 1Y | +9.1% | -24.8% | +34.0% | +18.2% |
| 3Y | +75.6% | -8.7% | +84.3% | +73.5% |
| 5Y | +66.4% | -28.9% | +95.3% | +74.3% |
| 10Y | +250.3% | +153.6% | +96.6% | +103.4% |
| All | +294.9% | +5,417.8% | -5,122.9% | -42.1% |
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