-6.4%
JD vs XYL
-33.6%
+27.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | +7.9% | +2.1% | +5.9% | +7.7% |
| 30D | +4.8% | -3.4% | +8.1% | +4.4% |
| 3M | -13.9% | -17.2% | +3.3% | -13.0% |
| 6M | -5.8% | -12.0% | +6.2% | -5.3% |
| YTD | +2.4% | -26.3% | +28.7% | +4.2% |
| All | -6.4% | -33.6% | +27.1% | +3.5% |
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