+4.3%
DPZ vs XE
-69.5%
+73.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.4% | +10.7% | -0.4% |
| 7D | +9.5% | -23.1% | +32.6% | +7.9% |
| 30D | +12.8% | -41.7% | +54.5% | +9.8% |
| 3M | -6.2% | -52.8% | +46.5% | -9.5% |
| 6M | +4.3% | -68.4% | +72.6% | -3.0% |
| All | +4.3% | -69.5% | +73.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling