+604.9%
XLP vs DPZ
+5,460.8%
-4,855.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +3.5% | +9.5% | -6.0% | +2.1% |
| 30D | +11.6% | +12.8% | -1.2% | +9.6% |
| 3M | +7.6% | -6.2% | +13.9% | +8.5% |
| 6M | +10.0% | +4.3% | +5.8% | +9.1% |
| YTD | +19.7% | -16.6% | +36.3% | +22.3% |
| 1Y | +23.5% | -12.8% | +36.3% | +25.3% |
| 3Y | +44.0% | -0.8% | +44.8% | +42.1% |
| 5Y | +42.7% | -25.8% | +68.5% | +45.0% |
| 10Y | +131.3% | +130.9% | +0.5% | +94.0% |
| All | +604.9% | +5,460.8% | -4,855.9% | +272.8% |
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