+132.0%
DPZ vs XME
+277.3%
-145.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.5% | +1.5% | -5.1% | -3.8% |
| 30D | +5.7% | -7.3% | +13.0% | +6.8% |
| 3M | -7.5% | -17.4% | +10.0% | -5.0% |
| 6M | +6.2% | -21.8% | +28.0% | +9.6% |
| YTD | -19.8% | -6.0% | -13.8% | -20.5% |
| 1Y | -18.0% | +3.8% | -21.8% | -20.3% |
| 3Y | -8.8% | +100.0% | -108.8% | -22.2% |
| 5Y | -30.2% | +116.1% | -146.3% | -41.7% |
| 10Y | +132.0% | +280.6% | -148.6% | +67.3% |
| All | +132.0% | +277.3% | -145.3% | +67.3% |
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