+2,839.9%
DPZ vs XHB
+173.9%
+2,666.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.5% | -1.3% | -1.3% | -1.9% |
| 30D | -7.0% | -6.9% | -0.1% | -3.7% |
| 3M | +11.6% | -1.3% | +12.9% | +11.7% |
| 6M | -15.2% | -6.8% | -8.4% | -13.2% |
| YTD | -17.2% | +0.7% | -18.0% | -18.9% |
| 1Y | -24.8% | -11.2% | -13.6% | -21.7% |
| 3Y | -8.7% | +25.3% | -34.0% | -22.4% |
| 5Y | -28.9% | +37.3% | -66.2% | -43.7% |
| 10Y | +153.6% | +211.5% | -57.9% | +18.5% |
| All | +2,839.9% | +173.9% | +2,666.0% | +902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling