+632.8%
XOM vs DPZ
+5,417.8%
-4,785.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +1.8% | -2.5% | +4.3% | +2.1% |
| 30D | +5.9% | -7.0% | +12.8% | +6.9% |
| 3M | +5.6% | +11.6% | -6.0% | +3.5% |
| 6M | +7.9% | -15.2% | +23.0% | +10.1% |
| YTD | +35.2% | -17.2% | +52.4% | +38.3% |
| 1Y | +46.0% | -24.8% | +70.8% | +51.5% |
| 3Y | +55.0% | -8.7% | +63.7% | +54.2% |
| 5Y | +246.3% | -28.9% | +275.2% | +253.1% |
| 10Y | +181.0% | +153.6% | +27.3% | +119.3% |
| All | +632.8% | +5,417.8% | -4,785.0% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling