-27.5%
DPZ vs XHB
+33.2%
-60.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.6% |
| 7D | +6.6% | +1.3% | +5.2% | +6.0% |
| 30D | +10.3% | +7.8% | +2.5% | +7.0% |
| 3M | -6.2% | -5.5% | -0.7% | -4.2% |
| 6M | +4.2% | -2.6% | +6.8% | +4.6% |
| YTD | -18.4% | +0.4% | -18.7% | -19.8% |
| 1Y | -14.9% | -1.0% | -13.9% | -15.9% |
| 3Y | -4.6% | +37.3% | -41.9% | -21.6% |
| All | -27.5% | +33.2% | -60.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling