+67.6%
UBER vs XYL
+31.2%
+36.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +3.9% |
| 30D | +0.6% | -8.3% | +8.9% | +4.5% |
| 3M | -8.2% | -21.4% | +13.3% | +4.4% |
| 6M | -6.7% | -12.9% | +6.2% | -1.1% |
| YTD | -14.7% | -30.1% | +15.4% | +2.6% |
| 1Y | -24.1% | -35.2% | +11.1% | -4.2% |
| 3Y | +33.4% | -0.8% | +34.2% | +26.9% |
| 5Y | +54.5% | -23.2% | +77.7% | +66.8% |
| All | +67.6% | +31.2% | +36.5% | +26.8% |
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