-1.5%
XLY vs DPZ
-19.9%
+18.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -0.7% |
| 7D | -2.1% | -7.3% | +5.2% | -1.0% |
| 30D | -6.0% | -7.6% | +1.6% | -5.0% |
| 3M | -2.7% | +1.8% | -4.6% | -3.0% |
| 6M | -1.5% | -21.8% | +20.3% | +3.8% |
| All | -1.5% | -19.9% | +18.5% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling