+67.0%
XOP vs DPZ
+3,042.4%
-2,975.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -14.7% | +6.6% | -21.3% | -16.2% |
| 30D | -7.7% | +10.3% | -18.0% | -10.2% |
| 3M | +4.4% | -6.2% | +10.6% | +5.5% |
| 6M | +3.5% | +4.2% | -0.7% | +1.2% |
| YTD | +39.4% | -18.4% | +57.8% | +44.3% |
| 1Y | +39.8% | -14.9% | +54.7% | +43.0% |
| 3Y | +29.7% | -4.6% | +34.3% | +26.5% |
| 5Y | +78.6% | -27.4% | +106.0% | +83.2% |
| 10Y | +51.8% | +125.9% | -74.1% | +1.9% |
| All | +67.0% | +3,042.4% | -2,975.4% | -64.6% |
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