+102.9%
DAL vs XYL
-21.3%
+124.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.6% |
| 7D | +8.8% | +5.9% | +2.9% | +5.0% |
| 30D | +5.4% | -3.9% | +9.3% | +6.3% |
| 3M | -4.9% | -18.7% | +13.7% | +7.1% |
| 6M | +19.8% | -16.9% | +36.7% | +32.5% |
| YTD | +27.0% | -27.4% | +54.4% | +53.6% |
| 1Y | +52.5% | -34.0% | +86.5% | +97.6% |
| 3Y | +173.8% | +5.6% | +168.3% | +155.8% |
| All | +102.9% | -21.3% | +124.2% | +137.5% |
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