-16.2%
DPZ vs XME
+3.2%
-19.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | +0.5% |
| 7D | +3.7% | +0.9% | +2.7% | +3.8% |
| 30D | +8.0% | -7.3% | +15.3% | +7.5% |
| 3M | -4.2% | -14.8% | +10.6% | -5.4% |
| 6M | +4.6% | -18.4% | +23.0% | +3.8% |
| YTD | -18.4% | -4.7% | -13.8% | -20.8% |
| All | -16.2% | +3.2% | -19.5% | -19.4% |
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