+851.6%
XLY vs DPZ
+5,100.4%
-4,248.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -0.1% |
| 7D | -2.1% | -7.3% | +5.2% | +0.1% |
| 30D | -6.0% | -7.6% | +1.6% | -3.9% |
| 3M | -2.7% | +1.8% | -4.6% | -3.8% |
| 6M | -1.5% | -21.8% | +20.3% | +5.0% |
| YTD | -5.4% | -22.0% | +16.6% | +0.6% |
| 1Y | -3.8% | -28.6% | +24.8% | +4.9% |
| 3Y | +36.6% | -13.1% | +49.7% | +38.1% |
| 5Y | +27.4% | -33.2% | +60.6% | +36.9% |
| 10Y | +218.2% | +147.0% | +71.2% | +119.3% |
| All | +851.6% | +5,100.4% | -4,248.8% | +142.7% |
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