+1,459.0%
DPZ vs XYL
+420.4%
+1,038.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 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% | -10.5% |
| 1Y | -12.8% | -32.7% | +19.8% | -3.9% |
| 3Y | -0.8% | +7.1% | -8.0% | -4.8% |
| 5Y | -25.8% | -18.7% | -7.1% | -24.9% |
| 10Y | +130.9% | +138.7% | -7.8% | +62.9% |
| All | +1,459.0% | +420.4% | +1,038.5% | +721.1% |
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