+149.1%
XLK vs DPZ
-33.2%
+182.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | +2.3% | -7.3% | +9.6% | +4.0% |
| 30D | +0.8% | -7.6% | +8.4% | +2.4% |
| 3M | +4.1% | +1.8% | +2.2% | +2.7% |
| 6M | +34.8% | -21.8% | +56.6% | +42.7% |
| YTD | +30.8% | -22.0% | +52.8% | +38.3% |
| 1Y | +42.4% | -28.6% | +71.0% | +54.3% |
| 3Y | +121.8% | -13.1% | +134.9% | +119.3% |
| All | +149.1% | -33.2% | +182.2% | +176.7% |
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