+37.4%
XLK vs DPZ
-28.0%
+65.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.6% |
| 7D | -0.4% | -8.6% | +8.2% | -1.8% |
| 30D | -0.5% | -11.2% | +10.7% | -2.2% |
| 3M | +5.0% | +1.4% | +3.6% | +5.5% |
| 6M | +32.9% | -19.9% | +52.7% | +32.8% |
| YTD | +29.0% | -23.0% | +52.0% | +28.1% |
| All | +37.4% | -28.0% | +65.4% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling