+3,134.9%
DPZ vs XME
+161.1%
+2,973.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.8% |
| 7D | +9.5% | -10.5% | +20.0% | +12.8% |
| 30D | +12.8% | -16.5% | +29.3% | +18.3% |
| 3M | -6.2% | -19.2% | +12.9% | -1.2% |
| 6M | +4.3% | -23.8% | +28.1% | +10.6% |
| YTD | -16.6% | -12.6% | -4.0% | -15.9% |
| 1Y | -12.8% | -0.1% | -12.7% | -15.6% |
| 3Y | -0.8% | +79.3% | -80.1% | -20.8% |
| 5Y | -25.8% | +108.2% | -134.0% | -44.9% |
| 10Y | +130.9% | +292.6% | -161.7% | +26.9% |
| All | +3,134.9% | +161.1% | +2,973.8% | +1,391.1% |
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