+135.9%
XLU vs DPZ
+141.0%
-5.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -1.6% | -8.6% | +7.0% | -0.5% |
| 30D | -3.3% | -11.9% | +8.6% | -1.8% |
| 3M | -3.2% | +0.4% | -3.6% | -3.5% |
| 6M | -7.0% | -19.9% | +12.9% | -4.7% |
| YTD | +0.6% | -24.4% | +25.0% | +3.8% |
| 1Y | +2.4% | -30.4% | +32.9% | +6.7% |
| 3Y | +46.3% | -17.4% | +63.6% | +47.5% |
| 5Y | +44.0% | -34.6% | +78.6% | +47.4% |
| All | +135.9% | +141.0% | -5.1% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling