+123.7%
XRT vs DPZ
+150.4%
-26.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | -5.6% | -4.4% | -1.2% | -4.5% |
| 3M | +2.5% | +7.6% | -5.1% | 0.0% |
| 6M | +3.7% | -16.9% | +20.6% | +8.6% |
| YTD | +1.0% | -18.6% | +19.6% | +6.2% |
| 1Y | -1.2% | -26.7% | +25.5% | +7.0% |
| 3Y | +43.4% | -9.3% | +52.7% | +43.8% |
| 5Y | -0.7% | -31.0% | +30.3% | +4.4% |
| 10Y | +123.7% | +152.4% | -28.7% | +75.1% |
| All | +123.7% | +150.4% | -26.7% | +75.1% |
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 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