+138.9%
DPZ vs XHB
+234.8%
-95.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | -2.5% | -2.4% | 0.0% | -1.7% |
| 30D | +12.5% | +7.1% | +5.5% | +9.9% |
| 3M | -5.2% | -6.0% | +0.8% | -3.4% |
| 6M | +8.8% | +2.1% | +6.7% | +7.4% |
| YTD | -18.7% | -0.6% | -18.1% | -19.4% |
| 1Y | -15.7% | -3.3% | -12.4% | -15.7% |
| 3Y | -7.5% | +34.1% | -41.6% | -18.8% |
| 5Y | -30.1% | +28.6% | -58.7% | -39.2% |
| All | +138.9% | +234.8% | -95.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling