+55.0%
JD vs XYL
+207.0%
-152.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | +7.9% | +2.1% | +5.9% | +6.9% |
| 30D | +4.8% | -3.4% | +8.1% | +5.2% |
| 3M | -13.9% | -17.2% | +3.3% | -7.7% |
| 6M | -5.8% | -12.0% | +6.2% | -2.3% |
| YTD | +2.4% | -26.3% | +28.7% | +14.2% |
| 1Y | -7.5% | -33.5% | +25.9% | +8.2% |
| 3Y | +20.9% | +6.4% | +14.5% | +11.6% |
| 5Y | -58.0% | -20.9% | -37.1% | -56.7% |
| 10Y | +28.9% | +120.8% | -91.9% | -27.1% |
| All | +55.0% | +207.0% | -152.0% | -32.1% |
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