+257.2%
XLI vs DPZ
+143.2%
+114.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.8% |
| 7D | -0.6% | -7.3% | +6.7% | +0.8% |
| 30D | -6.9% | -7.6% | +0.6% | -5.7% |
| 3M | -1.9% | +1.8% | -3.7% | -2.6% |
| 6M | +1.0% | -21.8% | +22.8% | +5.2% |
| YTD | +11.3% | -22.0% | +33.3% | +15.9% |
| 1Y | +15.8% | -28.6% | +44.4% | +22.5% |
| 3Y | +69.8% | -13.1% | +82.9% | +71.2% |
| 5Y | +80.9% | -33.2% | +114.1% | +87.6% |
| 10Y | +257.2% | +147.0% | +110.2% | +186.4% |
| All | +257.2% | +143.2% | +114.0% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling