+169.4%
XLV vs DPZ
+141.0%
+28.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -3.6% | -8.6% | +5.1% | -2.1% |
| 30D | -1.8% | -11.9% | +10.1% | +0.2% |
| 3M | +7.8% | +0.4% | +7.4% | +7.4% |
| 6M | +9.1% | -19.9% | +29.0% | +12.8% |
| YTD | +7.7% | -24.4% | +32.1% | +12.3% |
| 1Y | +20.4% | -30.4% | +50.9% | +27.2% |
| 3Y | +30.8% | -17.4% | +48.1% | +32.8% |
| 5Y | +34.6% | -34.6% | +69.2% | +39.9% |
| All | +169.4% | +141.0% | +28.4% | +125.7% |
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