+121.1%
DPZ vs XYL
+129.6%
-8.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +3.7% | +2.1% | +1.6% | +3.2% |
| 30D | +8.0% | -3.4% | +11.4% | +8.5% |
| 3M | -4.2% | -17.2% | +13.0% | -0.1% |
| 6M | +4.6% | -12.0% | +16.6% | +7.4% |
| YTD | -18.4% | -26.3% | +7.9% | -12.9% |
| 1Y | -16.8% | -33.5% | +16.7% | -8.8% |
| 3Y | -5.0% | +6.4% | -11.4% | -8.1% |
| 5Y | -27.8% | -20.9% | -6.9% | -27.4% |
| 10Y | +121.1% | +120.8% | +0.2% | +87.3% |
| All | +121.1% | +129.6% | -8.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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