+678.3%
DELL vs XYL
+16.4%
+661.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.9% |
| 7D | +8.7% | +0.8% | +7.9% | +8.2% |
| 30D | +16.9% | -10.8% | +27.7% | +24.4% |
| 3M | +40.4% | -2.5% | +43.0% | +39.4% |
| 6M | +267.1% | -12.2% | +279.3% | +290.1% |
| YTD | +329.1% | -20.1% | +349.2% | +381.3% |
| 1Y | +346.9% | -20.6% | +367.6% | +405.3% |
| All | +678.3% | +16.4% | +661.9% | +638.2% |
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 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