-61.3%
JD vs XYL
-17.7%
-43.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.7% |
| 7D | -1.7% | -5.0% | +3.4% | +0.5% |
| 30D | -13.2% | -13.2% | +0.1% | -7.8% |
| 3M | -3.2% | -3.7% | +0.5% | -2.3% |
| 6M | +15.2% | -17.7% | +32.9% | +24.4% |
| YTD | +2.0% | -21.5% | +23.5% | +11.9% |
| 1Y | -5.4% | -24.5% | +19.1% | +5.8% |
| 3Y | -9.1% | +6.9% | -16.0% | -16.4% |
| All | -61.3% | -17.7% | -43.6% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling