+51.7%
XOP vs DPZ
+140.2%
-88.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | +6.3% | +2.2% | +4.1% | +6.1% |
| 30D | -6.6% | +15.5% | -22.1% | -8.2% |
| 3M | +3.6% | -2.0% | +5.6% | +3.6% |
| 6M | +10.8% | +12.1% | -1.4% | +8.7% |
| YTD | +48.3% | -16.6% | +64.8% | +50.8% |
| 1Y | +42.9% | -14.6% | +57.5% | +44.9% |
| 3Y | +43.3% | -4.1% | +47.4% | +42.5% |
| 5Y | +94.0% | -28.3% | +122.3% | +95.6% |
| All | +51.7% | +140.2% | -88.6% | +34.8% |
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