-25.8%
DPZ vs XPO
+259.1%
-284.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.4% | +1.2% |
| 7D | +9.5% | -3.6% | +13.1% | +10.1% |
| 30D | +12.8% | -3.8% | +16.6% | +13.4% |
| 3M | -6.2% | -11.8% | +5.6% | -4.6% |
| 6M | +4.3% | -15.0% | +19.2% | +6.4% |
| YTD | -16.6% | +29.9% | -46.5% | -21.3% |
| 1Y | -12.8% | +27.6% | -40.4% | -17.6% |
| 3Y | -0.8% | +121.9% | -122.7% | -18.1% |
| 5Y | -25.8% | +277.9% | -303.7% | -46.7% |
| All | -25.8% | +259.1% | -284.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling