+1,055.3%
DELL vs XYL
-15.8%
+1,071.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.8% |
| 7D | -1.9% | -1.2% | -0.6% | -1.3% |
| 30D | +14.9% | -13.2% | +28.1% | +23.2% |
| 3M | +37.2% | -0.2% | +37.4% | +35.0% |
| 6M | +254.0% | -12.5% | +266.5% | +274.4% |
| YTD | +306.1% | -20.9% | +327.0% | +351.0% |
| 1Y | +312.3% | -21.6% | +333.8% | +361.0% |
| 3Y | +654.0% | +16.1% | +637.9% | +594.6% |
| 5Y | +1,055.3% | -15.6% | +1,070.9% | +1,001.5% |
| All | +1,055.3% | -15.8% | +1,071.1% | +1,001.5% |
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