+54.6%
XOP vs DPZ
-29.3%
+83.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +0.3% |
| 7D | +1.0% | -7.3% | +8.2% | +0.5% |
| 30D | +10.8% | -7.6% | +18.4% | +10.3% |
| 3M | +19.5% | +1.8% | +17.6% | +19.2% |
| 6M | +21.6% | -21.8% | +43.4% | +22.3% |
| YTD | +55.8% | -22.0% | +77.8% | +56.5% |
| 1Y | +54.6% | -28.6% | +83.3% | +52.4% |
| All | +54.6% | -29.3% | +83.9% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling