+709.7%
XLV vs DPZ
+5,100.4%
-4,390.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.4% |
| 7D | -3.7% | -7.3% | +3.6% | -2.5% |
| 30D | -1.1% | -7.6% | +6.5% | +0.2% |
| 3M | +8.2% | +1.8% | +6.4% | +7.6% |
| 6M | +8.9% | -21.8% | +30.7% | +13.0% |
| YTD | +8.5% | -22.0% | +30.5% | +12.6% |
| 1Y | +22.3% | -28.6% | +50.9% | +28.6% |
| 3Y | +32.6% | -13.1% | +45.7% | +33.5% |
| 5Y | +34.4% | -33.2% | +67.6% | +39.5% |
| 10Y | +175.4% | +147.0% | +28.4% | +122.2% |
| All | +709.7% | +5,100.4% | -4,390.7% | +277.7% |
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 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