+125.6%
DAL vs XYL
+113.6%
+12.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +2.1% |
| 7D | +10.7% | +0.6% | +10.1% | +10.3% |
| 30D | +12.5% | -5.7% | +18.2% | +15.2% |
| 3M | +3.6% | -19.8% | +23.4% | +18.6% |
| 6M | +26.7% | -14.2% | +40.9% | +37.8% |
| YTD | +34.3% | -28.1% | +62.4% | +65.2% |
| 1Y | +59.1% | -35.0% | +94.1% | +110.9% |
| 3Y | +179.9% | +2.1% | +177.8% | +165.4% |
| 5Y | +119.1% | -22.1% | +141.2% | +146.2% |
| 10Y | +125.6% | +107.0% | +18.7% | +39.2% |
| All | +125.6% | +113.6% | +12.0% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling