+124.6%
XLP vs DPZ
+123.5%
+1.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +0.7% | +6.6% | -5.8% | -0.2% |
| 30D | +10.3% | +10.3% | 0.0% | +8.7% |
| 3M | +6.5% | -6.2% | +12.7% | +7.4% |
| 6M | +8.4% | +4.2% | +4.1% | +7.5% |
| YTD | +18.2% | -18.4% | +36.6% | +20.9% |
| 1Y | +22.4% | -14.9% | +37.4% | +24.5% |
| 3Y | +41.9% | -4.6% | +46.5% | +41.0% |
| 5Y | +40.9% | -27.4% | +68.3% | +42.9% |
| All | +124.6% | +123.5% | +1.1% | +96.5% |
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