-4.6%
DPZ vs XYL
+5.2%
-9.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.5% |
| 7D | +6.6% | +5.9% | +0.7% | +5.0% |
| 30D | +10.3% | -3.9% | +14.2% | +10.8% |
| 3M | -6.2% | -18.7% | +12.5% | -1.2% |
| 6M | +4.2% | -16.9% | +21.1% | +9.1% |
| YTD | -18.4% | -27.4% | +9.0% | -11.7% |
| 1Y | -14.9% | -34.0% | +19.1% | -5.2% |
| 3Y | -4.6% | +5.6% | -10.2% | -16.7% |
| All | -4.6% | +5.2% | -9.9% | -16.7% |
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