-28.9%
DPZ vs XYL
-23.3%
-5.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | -3.7% | +6.0% | +3.5% |
| 30D | +15.5% | -8.3% | +23.8% | +18.1% |
| 3M | -2.0% | -21.4% | +19.4% | +5.4% |
| 6M | +12.1% | -12.9% | +25.1% | +16.5% |
| YTD | -16.6% | -30.1% | +13.5% | -7.2% |
| 1Y | -14.6% | -35.2% | +20.6% | -2.4% |
| 3Y | -4.1% | -0.8% | -3.4% | -8.7% |
| All | -28.9% | -23.3% | -5.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling