+684.0%
XLU vs DPZ
+5,326.0%
-4,642.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | +2.1% | -1.5% | +3.5% | +2.3% |
| 30D | -0.4% | -4.4% | +4.1% | +0.2% |
| 3M | +0.5% | +7.6% | -7.2% | -0.9% |
| 6M | -5.8% | -16.9% | +11.2% | -3.6% |
| YTD | +3.1% | -18.6% | +21.8% | +5.8% |
| 1Y | +8.1% | -26.7% | +34.8% | +12.5% |
| 3Y | +50.5% | -9.3% | +59.8% | +50.0% |
| 5Y | +44.7% | -31.0% | +75.7% | +48.4% |
| 10Y | +136.8% | +152.4% | -15.5% | +92.0% |
| All | +684.0% | +5,326.0% | -4,642.0% | +248.9% |
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