+776.9%
XLK vs DPZ
+145.4%
+631.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.4% | -8.6% | +8.2% | +1.7% |
| 30D | -0.5% | -11.2% | +10.7% | +2.2% |
| 3M | +5.0% | +1.4% | +3.6% | +3.7% |
| 6M | +32.9% | -19.9% | +52.7% | +39.1% |
| YTD | +29.0% | -23.0% | +52.0% | +36.3% |
| 1Y | +37.8% | -28.2% | +66.1% | +48.1% |
| 3Y | +118.7% | -14.2% | +132.9% | +119.2% |
| 5Y | +145.6% | -33.4% | +179.0% | +158.9% |
| All | +776.9% | +145.4% | +631.5% | +578.6% |
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 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