+44.4%
XLU vs DPZ
-34.0%
+78.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.2% | -8.6% | +7.4% | -0.1% |
| 30D | -2.5% | -11.2% | +8.7% | -1.1% |
| 3M | -2.7% | +1.4% | -4.2% | -3.2% |
| 6M | -7.5% | -19.9% | +12.4% | -5.0% |
| YTD | +0.9% | -23.0% | +24.0% | +4.1% |
| 1Y | +3.3% | -28.2% | +31.5% | +7.5% |
| 3Y | +47.3% | -14.2% | +61.5% | +47.4% |
| 5Y | +44.4% | -33.4% | +77.8% | +49.5% |
| All | +44.4% | -34.0% | +78.4% | +49.5% |
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