+254.2%
XOM vs DPZ
-30.2%
+284.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | +5.7% | -4.4% | +10.1% | +6.1% |
| 3M | +6.6% | +7.6% | -1.1% | +5.6% |
| 6M | +7.7% | -16.9% | +24.6% | +9.4% |
| YTD | +36.2% | -18.6% | +54.8% | +38.6% |
| 1Y | +50.5% | -26.7% | +77.1% | +54.8% |
| 3Y | +53.4% | -9.3% | +62.7% | +53.5% |
| 5Y | +254.2% | -31.0% | +285.2% | +236.9% |
| All | +254.2% | -30.2% | +284.4% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling