+977.3%
DAL vs XYL
+449.8%
+527.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.1% |
| 7D | +0.1% | -5.0% | +5.2% | +3.5% |
| 30D | -13.9% | -13.2% | -0.7% | -5.7% |
| 3M | +1.1% | -3.7% | +4.8% | +3.2% |
| 6M | +26.2% | -17.7% | +43.9% | +42.6% |
| YTD | +16.4% | -21.5% | +38.0% | +35.4% |
| 1Y | +33.9% | -24.5% | +58.3% | +59.5% |
| 3Y | +93.4% | +6.9% | +86.4% | +83.9% |
| 5Y | +106.4% | -18.1% | +124.4% | +125.7% |
| 10Y | +143.0% | +134.7% | +8.3% | +48.4% |
| All | +977.3% | +449.8% | +527.5% | +361.8% |
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