-27.5%
DPZ vs XME
+110.8%
-138.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.5% | -2.8% |
| 7D | +6.6% | -4.5% | +11.0% | +7.4% |
| 30D | +10.3% | -10.9% | +21.2% | +12.5% |
| 3M | -6.2% | -15.3% | +9.1% | -3.7% |
| 6M | +4.2% | -24.6% | +28.9% | +9.1% |
| YTD | -18.4% | -9.6% | -8.8% | -19.3% |
| 1Y | -14.9% | +2.9% | -17.8% | -18.9% |
| 3Y | -4.6% | +86.9% | -91.5% | -24.8% |
| All | -27.5% | +110.8% | -138.3% | -45.7% |
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