+16.9%
JD vs XYL
+140.7%
-123.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -3.0% | +0.8% | -3.8% | -3.4% |
| 30D | -19.3% | -10.8% | -8.5% | -15.5% |
| 3M | -6.0% | -2.5% | -3.5% | -5.6% |
| 6M | +1.8% | -12.2% | +14.0% | +6.5% |
| YTD | -2.6% | -20.1% | +17.5% | +5.6% |
| 1Y | -17.4% | -20.6% | +3.2% | -10.2% |
| 3Y | -8.6% | +17.3% | -25.9% | -17.7% |
| 5Y | -61.6% | -14.5% | -47.1% | -61.5% |
| 10Y | +16.9% | +150.2% | -133.3% | -22.0% |
| All | +16.9% | +140.7% | -123.8% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling