+35.2%
XOP vs DPZ
-7.0%
+42.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +2.6% | -2.5% | +5.1% | +2.8% |
| 30D | +15.4% | -7.0% | +22.4% | +16.3% |
| 3M | +12.1% | +11.6% | +0.5% | +10.1% |
| 6M | +19.7% | -15.2% | +34.9% | +22.4% |
| YTD | +52.4% | -17.2% | +69.6% | +56.4% |
| 1Y | +47.6% | -24.8% | +72.4% | +54.1% |
| All | +35.2% | -7.0% | +42.2% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling