+138.9%
DPZ vs XME
+266.4%
-127.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | -2.5% | +5.3% | -7.8% | -3.3% |
| 30D | +12.5% | -8.2% | +20.7% | +13.8% |
| 3M | -5.2% | -18.4% | +13.2% | -2.5% |
| 6M | +8.8% | -22.8% | +31.6% | +12.4% |
| YTD | -18.7% | -7.9% | -10.8% | -19.1% |
| 1Y | -15.7% | -0.9% | -14.8% | -17.4% |
| 3Y | -7.5% | +96.0% | -103.5% | -20.9% |
| 5Y | -30.1% | +110.3% | -140.4% | -41.4% |
| All | +138.9% | +266.4% | -127.4% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling