+81.9%
UBER vs XYL
-15.8%
+97.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.8% |
| 7D | -4.5% | -1.2% | -3.2% | -3.8% |
| 30D | -7.6% | -13.2% | +5.6% | +1.3% |
| 3M | +5.8% | -0.2% | +5.9% | +4.8% |
| 6M | +0.3% | -12.5% | +12.8% | +8.1% |
| YTD | -11.2% | -20.9% | +9.7% | +2.0% |
| 1Y | -23.0% | -21.6% | -1.4% | -11.3% |
| 3Y | +53.6% | +16.1% | +37.5% | +28.8% |
| 5Y | +81.9% | -15.6% | +97.5% | +66.4% |
| All | +81.9% | -15.8% | +97.7% | +66.4% |
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