+300.2%
XLF vs DPZ
+5,462.3%
-5,162.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | 0.0% |
| 7D | +2.7% | +2.2% | +0.4% | +1.9% |
| 30D | +7.6% | +15.5% | -7.9% | +2.5% |
| 3M | +1.1% | -2.0% | +3.1% | +1.4% |
| 6M | +15.9% | +12.1% | +3.7% | +10.5% |
| YTD | +8.4% | -16.6% | +25.0% | +13.3% |
| 1Y | +12.5% | -14.6% | +27.1% | +16.5% |
| 3Y | +81.6% | -4.1% | +85.7% | +76.3% |
| 5Y | +59.3% | -28.3% | +87.6% | +66.4% |
| 10Y | +225.4% | +141.3% | +84.2% | +93.1% |
| All | +300.2% | +5,462.3% | -5,162.1% | -41.6% |
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 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