+3,109.9%
DPZ vs XME
+242.3%
+2,867.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -7.0% | +6.0% | -13.0% | -8.7% |
| 3M | +11.6% | -7.7% | +19.3% | +13.2% |
| 6M | -15.2% | +1.0% | -16.1% | -16.8% |
| YTD | -17.2% | +14.6% | -31.9% | -22.3% |
| 1Y | -24.8% | +46.0% | -70.8% | -34.8% |
| 3Y | -8.7% | +127.0% | -135.7% | -31.5% |
| 5Y | -28.9% | +175.8% | -204.7% | -51.2% |
| 10Y | +153.6% | +414.6% | -261.0% | +29.4% |
| All | +3,109.9% | +242.3% | +2,867.5% | +1,277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling