+231.7%
XLI vs DPZ
+129.5%
+102.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +0.9% | -3.5% | +4.4% | +1.5% |
| 30D | +1.1% | +5.7% | -4.6% | 0.0% |
| 3M | -7.7% | -7.5% | -0.2% | -6.6% |
| 6M | -1.8% | +6.2% | -8.0% | -3.5% |
| YTD | +11.1% | -19.8% | +30.9% | +14.9% |
| 1Y | +12.1% | -18.0% | +30.1% | +15.3% |
| 3Y | +73.8% | -8.8% | +82.6% | +73.6% |
| 5Y | +73.8% | -30.2% | +103.9% | +78.7% |
| 10Y | +231.7% | +132.0% | +99.7% | +171.3% |
| All | +231.7% | +129.5% | +102.2% | +171.3% |
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