+814.0%
XLI vs DPZ
+5,324.1%
-4,510.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +4.3% | -2.5% | +6.7% | +4.9% |
| 30D | +0.5% | +12.5% | -12.1% | -2.5% |
| 3M | -8.6% | -5.2% | -3.4% | -7.8% |
| 6M | -2.3% | +8.8% | -11.1% | -5.1% |
| YTD | +10.1% | -18.7% | +28.8% | +14.3% |
| 1Y | +11.0% | -15.7% | +26.7% | +14.1% |
| 3Y | +72.3% | -7.5% | +79.8% | +70.6% |
| 5Y | +70.8% | -30.1% | +100.9% | +77.9% |
| 10Y | +228.7% | +135.3% | +93.5% | +135.8% |
| All | +814.0% | +5,324.1% | -4,510.1% | +158.0% |
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 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