-25.8%
DPZ vs XME
+110.6%
-136.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.3% |
| 7D | +9.5% | -10.5% | +20.0% | +11.7% |
| 30D | +12.8% | -16.5% | +29.3% | +16.4% |
| 3M | -6.2% | -19.2% | +12.9% | -2.9% |
| 6M | +4.3% | -23.8% | +28.1% | +8.6% |
| YTD | -16.6% | -12.6% | -4.0% | -17.0% |
| 1Y | -12.8% | -0.1% | -12.7% | -16.5% |
| 3Y | -0.8% | +79.3% | -80.1% | -21.1% |
| 5Y | -25.8% | +108.2% | -134.0% | -45.2% |
| All | -25.8% | +110.6% | -136.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling