-2.5%
DPZ vs XYL
+7.6%
-10.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +9.5% | +10.2% | -0.7% | +6.7% |
| 30D | +12.8% | -4.3% | +17.1% | +13.5% |
| 3M | -6.2% | -17.8% | +11.6% | -1.5% |
| 6M | +4.3% | -13.4% | +17.6% | +7.8% |
| YTD | -16.6% | -25.7% | +9.1% | -10.3% |
| 1Y | -12.8% | -32.7% | +19.8% | -3.4% |
| All | -2.5% | +7.6% | -10.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling