+42.7%
XLP vs DPZ
-27.3%
+69.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +3.5% | +9.5% | -6.0% | +1.9% |
| 30D | +11.6% | +12.8% | -1.2% | +9.3% |
| 3M | +7.6% | -6.2% | +13.9% | +8.6% |
| 6M | +10.0% | +4.3% | +5.8% | +8.9% |
| YTD | +19.7% | -16.6% | +36.3% | +22.5% |
| 1Y | +23.5% | -12.8% | +36.3% | +25.4% |
| 3Y | +44.0% | -0.8% | +44.8% | +41.4% |
| 5Y | +42.7% | -25.8% | +68.5% | +43.2% |
| All | +42.7% | -27.3% | +69.9% | +43.2% |
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