-2.5%
DPZ vs XME
+78.7%
-81.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.9% |
| 7D | +9.5% | -10.5% | +20.0% | +10.9% |
| 30D | +12.8% | -16.5% | +29.3% | +15.1% |
| 3M | -6.2% | -19.2% | +12.9% | -4.1% |
| 6M | +4.3% | -23.8% | +28.1% | +7.2% |
| YTD | -16.6% | -12.6% | -4.0% | -18.0% |
| 1Y | -12.8% | -0.1% | -12.7% | -17.6% |
| All | -2.5% | +78.7% | -81.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling