+98.5%
DAL vs XYL
+8.6%
+89.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.4% |
| 7D | +0.1% | -5.0% | +5.2% | +4.1% |
| 30D | -13.9% | -13.2% | -0.7% | -4.1% |
| 3M | +1.1% | -3.7% | +4.8% | +3.2% |
| 6M | +26.2% | -17.7% | +43.9% | +45.5% |
| YTD | +16.4% | -21.5% | +38.0% | +38.7% |
| 1Y | +33.9% | -24.5% | +58.3% | +64.4% |
| All | +98.5% | +8.6% | +89.9% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling