+71.5%
XLI vs DPZ
-28.1%
+99.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -1.5% | +2.2% | -3.7% | -2.0% |
| 30D | -0.3% | +6.7% | -7.0% | -1.7% |
| 3M | -8.4% | -4.5% | -3.8% | -7.7% |
| 6M | -2.1% | +3.3% | -5.4% | -3.4% |
| YTD | +9.6% | -19.4% | +29.1% | +14.2% |
| 1Y | +10.7% | -17.3% | +27.9% | +14.4% |
| 3Y | +71.6% | -8.4% | +79.9% | +70.2% |
| All | +71.5% | -28.1% | +99.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling