-28.8%
DPZ vs XPO
+265.7%
-294.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.4% |
| 7D | -2.5% | +2.4% | -5.0% | -3.0% |
| 30D | -7.0% | -3.5% | -3.4% | -6.6% |
| 3M | +11.6% | -11.9% | +23.5% | +13.5% |
| 6M | -15.2% | -10.0% | -5.2% | -14.3% |
| YTD | -17.2% | +42.1% | -59.3% | -22.9% |
| 1Y | -24.8% | +47.6% | -72.4% | -30.8% |
| 3Y | -8.7% | +153.6% | -162.2% | -26.1% |
| All | -28.8% | +265.7% | -294.6% | -49.6% |
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