+42.0%
XLP vs DPZ
-27.1%
+69.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +0.7% | +6.6% | -5.8% | -0.4% |
| 30D | +10.3% | +10.3% | 0.0% | +8.4% |
| 3M | +6.5% | -6.2% | +12.7% | +7.5% |
| 6M | +8.4% | +4.2% | +4.1% | +7.3% |
| YTD | +18.2% | -18.4% | +36.6% | +21.4% |
| 1Y | +22.4% | -14.9% | +37.4% | +24.9% |
| 3Y | +41.9% | -4.6% | +46.5% | +40.2% |
| All | +42.0% | -27.1% | +69.1% | +43.5% |
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 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