-4.6%
DPZ vs XHB
+36.1%
-40.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | +6.6% | +1.3% | +5.2% | +6.1% |
| 30D | +10.3% | +7.8% | +2.5% | +7.6% |
| 3M | -6.2% | -5.5% | -0.7% | -4.6% |
| 6M | +4.2% | -2.6% | +6.8% | +4.6% |
| YTD | -18.4% | +0.4% | -18.7% | -19.5% |
| 1Y | -14.9% | -1.0% | -13.9% | -15.8% |
| 3Y | -4.6% | +37.3% | -41.9% | -17.4% |
| All | -4.6% | +36.1% | -40.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling