+155.0%
DPZ vs XYL
+133.9%
+21.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -2.5% | -5.0% | +2.5% | -1.3% |
| 30D | -7.0% | -13.2% | +6.3% | -3.6% |
| 3M | +11.6% | -3.7% | +15.3% | +12.6% |
| 6M | -15.2% | -17.7% | +2.5% | -11.2% |
| YTD | -17.2% | -21.5% | +4.3% | -12.6% |
| 1Y | -24.8% | -24.5% | -0.4% | -19.9% |
| 3Y | -8.7% | +6.9% | -15.6% | -11.5% |
| 5Y | -28.9% | -18.1% | -10.8% | -29.0% |
| All | +155.0% | +133.9% | +21.1% | +107.3% |
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