-6.0%
DPZ vs XE
-70.1%
+64.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.4% | +10.7% | -0.7% |
| 7D | +9.5% | -23.1% | +32.6% | +7.1% |
| 30D | +12.8% | -41.7% | +54.5% | +8.0% |
| 3M | -6.2% | -52.8% | +46.5% | -11.5% |
| 6M | +4.3% | -68.4% | +72.6% | -7.4% |
| All | -6.0% | -70.1% | +64.1% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling