+2,228.5%
XLK vs DPZ
+5,462.3%
-3,233.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -2.6% |
| 7D | +3.4% | +2.2% | +1.1% | +2.8% |
| 30D | -10.6% | +15.5% | -26.1% | -14.0% |
| 3M | -10.6% | -2.0% | -8.6% | -10.7% |
| 6M | -3.5% | +12.1% | -15.6% | -7.6% |
| YTD | +18.7% | -16.6% | +35.3% | +22.2% |
| 1Y | +19.4% | -14.6% | +34.0% | +22.0% |
| 3Y | +94.5% | -4.1% | +98.6% | +89.4% |
| 5Y | +111.2% | -28.3% | +139.5% | +118.8% |
| 10Y | +707.2% | +141.3% | +565.9% | +484.7% |
| All | +2,228.5% | +5,462.3% | -3,233.8% | +563.6% |
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 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