+1,446.9%
DPZ vs XYL
+449.8%
+997.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -2.5% | -5.0% | +2.5% | -1.2% |
| 30D | -7.0% | -13.2% | +6.3% | -3.3% |
| 3M | +11.6% | -3.7% | +15.3% | +12.7% |
| 6M | -15.2% | -17.7% | +2.5% | -10.8% |
| YTD | -17.2% | -21.5% | +4.3% | -12.1% |
| 1Y | -24.8% | -24.5% | -0.4% | -19.4% |
| 3Y | -8.7% | +6.9% | -15.6% | -11.9% |
| 5Y | -28.9% | -18.1% | -10.8% | -28.0% |
| 10Y | +153.6% | +134.7% | +18.9% | +81.5% |
| All | +1,446.9% | +449.8% | +997.1% | +706.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling