-57.4%
PODD vs XYL
-23.4%
-34.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.5% |
| 7D | +1.6% | -5.0% | +6.7% | +2.9% |
| 30D | +10.7% | -13.2% | +23.9% | +14.7% |
| 3M | +0.7% | -3.7% | +4.4% | +1.5% |
| 6M | -39.3% | -17.7% | -21.6% | -37.3% |
| YTD | -48.1% | -21.5% | -26.6% | -46.4% |
| 1Y | -57.4% | -24.5% | -32.9% | -56.5% |
| All | -57.4% | -23.4% | -34.1% | -56.5% |
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