-14.5%
DPZ vs XME
+5.2%
-19.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.4% |
| 7D | +10.1% | -5.5% | +15.6% | +9.6% |
| 30D | +14.6% | -11.1% | +25.7% | +13.6% |
| 3M | -6.8% | -11.1% | +4.4% | -7.6% |
| 6M | +4.4% | -18.0% | +22.4% | +3.3% |
| YTD | -16.8% | -7.4% | -9.5% | -19.7% |
| 1Y | -14.5% | +6.7% | -21.1% | -18.4% |
| All | -14.5% | +5.2% | -19.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling