-2.5%
DPZ vs XHB
+38.1%
-40.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +9.5% | +2.5% | +6.9% | +8.6% |
| 30D | +12.8% | +6.7% | +6.1% | +10.4% |
| 3M | -6.2% | -5.8% | -0.4% | -4.6% |
| 6M | +4.3% | +1.7% | +2.5% | +3.1% |
| YTD | -16.6% | +1.9% | -18.5% | -18.2% |
| 1Y | -12.8% | +0.9% | -13.7% | -14.2% |
| All | -2.5% | +38.1% | -40.7% | -16.0% |
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