+121.1%
DPZ vs XME
+294.4%
-173.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | +3.7% | +0.9% | +2.7% | +3.4% |
| 30D | +8.0% | -7.3% | +15.3% | +9.1% |
| 3M | -4.2% | -14.8% | +10.6% | -2.1% |
| 6M | +4.6% | -18.4% | +23.0% | +7.1% |
| YTD | -18.4% | -4.7% | -13.8% | -19.3% |
| 1Y | -16.8% | +5.7% | -22.5% | -19.3% |
| 3Y | -5.0% | +104.0% | -109.0% | -19.2% |
| 5Y | -27.8% | +122.4% | -150.2% | -39.9% |
| 10Y | +121.1% | +285.4% | -164.3% | +58.6% |
| All | +121.1% | +294.4% | -173.3% | +58.6% |
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