+21.3%
XLP vs DPZ
-17.9%
+39.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.5% | -3.5% | +3.0% | +0.3% |
| 30D | +8.3% | +5.7% | +2.6% | +7.0% |
| 3M | +8.7% | -7.5% | +16.2% | +10.2% |
| 6M | +11.2% | +6.2% | +5.0% | +9.5% |
| YTD | +20.0% | -19.8% | +39.8% | +24.7% |
| 1Y | +21.3% | -18.0% | +39.3% | +25.3% |
| All | +21.3% | -17.9% | +39.3% | +25.3% |
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