-6.7%
JD vs XYL
-35.2%
+28.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +4.5% | -5.7% | +10.2% | +4.2% |
| 3M | -15.4% | -19.8% | +4.4% | -14.4% |
| 6M | -6.0% | -14.2% | +8.2% | -5.4% |
| YTD | +2.2% | -28.1% | +30.3% | +4.1% |
| 1Y | -6.7% | -35.0% | +28.3% | +3.4% |
| All | -6.7% | -35.2% | +28.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling