+549.1%
XLP vs DPZ
+5,417.8%
-4,868.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -0.9% | -7.0% | +6.1% | +0.1% |
| 3M | +3.8% | +11.6% | -7.8% | +2.0% |
| 6M | -1.7% | -15.2% | +13.4% | +0.3% |
| YTD | +10.3% | -17.2% | +27.5% | +12.8% |
| 1Y | +7.8% | -24.8% | +32.6% | +11.7% |
| 3Y | +27.2% | -8.7% | +35.9% | +27.0% |
| 5Y | +32.5% | -28.9% | +61.4% | +35.4% |
| 10Y | +101.8% | +153.6% | -51.8% | +67.0% |
| All | +549.1% | +5,417.8% | -4,868.7% | +243.9% |
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