-4.1%
DPZ vs XYL
-0.5%
-3.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | -3.7% | +6.0% | +3.3% |
| 30D | +15.5% | -8.3% | +23.8% | +17.6% |
| 3M | -2.0% | -21.4% | +19.4% | +4.1% |
| 6M | +12.1% | -12.9% | +25.1% | +15.9% |
| YTD | -16.6% | -30.1% | +13.5% | -8.8% |
| 1Y | -14.6% | -35.2% | +20.6% | -4.5% |
| 3Y | -4.1% | -0.8% | -3.4% | -11.3% |
| All | -4.1% | -0.5% | -3.7% | -11.3% |
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 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