+358.3%
DELL vs XYL
-21.4%
+379.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | +1.2% | +7.0% | +7.9% |
| 30D | +17.1% | -11.9% | +29.0% | +20.7% |
| 3M | +45.2% | -1.5% | +46.7% | +41.0% |
| 6M | +286.8% | -11.9% | +298.7% | +297.7% |
| YTD | +354.8% | -20.6% | +375.4% | +378.0% |
| 1Y | +358.3% | -23.5% | +381.8% | +404.5% |
| All | +358.3% | -21.4% | +379.7% | +404.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling