+54.3%
JD vs XYL
+226.9%
-172.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | -1.7% | -5.0% | +3.4% | +0.6% |
| 30D | -13.2% | -13.2% | +0.1% | -7.6% |
| 3M | -3.2% | -3.7% | +0.5% | -2.2% |
| 6M | +15.2% | -17.7% | +32.9% | +24.5% |
| YTD | +2.0% | -21.5% | +23.5% | +12.1% |
| 1Y | -5.4% | -24.5% | +19.1% | +5.8% |
| 3Y | -9.1% | +6.9% | -16.0% | -15.2% |
| 5Y | -59.6% | -18.1% | -41.5% | -58.5% |
| 10Y | +26.2% | +134.7% | -108.5% | -29.8% |
| All | +54.3% | +226.9% | -172.6% | -33.3% |
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 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