-24.3%
UBER vs XYL
-21.4%
-2.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -5.4% | +1.2% | -6.6% | -5.7% |
| 30D | -4.9% | -11.9% | +7.0% | -1.4% |
| 3M | +3.0% | -1.5% | +4.6% | +3.3% |
| 6M | -4.4% | -11.9% | +7.5% | -1.6% |
| YTD | -12.3% | -20.6% | +8.3% | -7.7% |
| 1Y | -24.3% | -23.5% | -0.8% | -20.7% |
| All | -24.3% | -21.4% | -2.9% | -20.7% |
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