+205.4%
XOM vs DPZ
+140.2%
+65.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.3% |
| 7D | +2.8% | +2.2% | +0.6% | +2.7% |
| 30D | -3.6% | +15.5% | -19.1% | -4.9% |
| 3M | +8.2% | -2.0% | +10.3% | +8.3% |
| 6M | +14.0% | +12.1% | +1.9% | +12.5% |
| YTD | +44.6% | -16.6% | +61.2% | +46.5% |
| 1Y | +47.8% | -14.6% | +62.3% | +49.3% |
| 3Y | +79.6% | -4.1% | +83.7% | +78.5% |
| 5Y | +214.3% | -28.3% | +242.6% | +216.0% |
| All | +205.4% | +140.2% | +65.2% | +173.2% |
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