+32.4%
XLY vs DPZ
-14.0%
+46.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -3.9% | -8.6% | +4.7% | -1.8% |
| 30D | -6.1% | -11.2% | +5.1% | -3.4% |
| 3M | -1.2% | +1.4% | -2.6% | -1.9% |
| 6M | -1.8% | -19.9% | +18.1% | +3.5% |
| YTD | -5.9% | -23.0% | +17.2% | +0.1% |
| 1Y | -3.1% | -28.2% | +25.1% | +5.0% |
| All | +32.4% | -14.0% | +46.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling