+2,466.1%
XLK vs DPZ
+5,326.0%
-2,859.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | -0.1% | -4.4% | +4.4% | +0.9% |
| 3M | +2.1% | +7.6% | -5.5% | -0.6% |
| 6M | +37.2% | -16.9% | +54.1% | +42.2% |
| YTD | +30.8% | -18.6% | +49.4% | +36.1% |
| 1Y | +42.6% | -26.7% | +69.3% | +52.0% |
| 3Y | +121.8% | -9.3% | +131.1% | +119.8% |
| 5Y | +145.7% | -31.0% | +176.7% | +157.8% |
| 10Y | +782.1% | +152.4% | +629.7% | +533.6% |
| All | +2,466.1% | +5,326.0% | -2,859.9% | +639.0% |
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