+75.8%
XOP vs DPZ
-27.1%
+102.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -14.7% | +6.6% | -21.3% | -15.6% |
| 30D | -7.7% | +10.3% | -18.0% | -9.1% |
| 3M | +4.4% | -6.2% | +10.6% | +5.2% |
| 6M | +3.5% | +4.2% | -0.7% | +2.2% |
| YTD | +39.4% | -18.4% | +57.8% | +43.6% |
| 1Y | +39.8% | -14.9% | +54.7% | +42.7% |
| 3Y | +29.7% | -4.6% | +34.3% | +28.0% |
| All | +75.8% | -27.1% | +102.8% | +66.0% |
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 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