-14.9%
DPZ vs XYL
-34.3%
+19.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.6% |
| 7D | +6.6% | +5.9% | +0.7% | +5.2% |
| 30D | +10.3% | -3.9% | +14.2% | +10.5% |
| 3M | -6.2% | -18.7% | +12.5% | -2.1% |
| 6M | +4.2% | -16.9% | +21.1% | +8.3% |
| YTD | -18.4% | -27.4% | +9.0% | -13.1% |
| 1Y | -14.9% | -34.0% | +19.1% | -5.4% |
| All | -14.9% | -34.3% | +19.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling