+4,681.2%
DELL vs XYL
+139.8%
+4,541.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.5% |
| 7D | +14.9% | -5.0% | +19.9% | +18.0% |
| 30D | +13.3% | -13.2% | +26.5% | +21.6% |
| 3M | +24.4% | -3.7% | +28.1% | +25.1% |
| 6M | +258.0% | -17.7% | +275.7% | +291.0% |
| YTD | +320.2% | -21.5% | +341.7% | +368.0% |
| 1Y | +319.1% | -24.5% | +343.6% | +377.4% |
| 3Y | +706.5% | +6.9% | +699.6% | +666.6% |
| 5Y | +1,071.9% | -18.1% | +1,090.0% | +1,139.1% |
| 10Y | +4,683.5% | +134.7% | +4,548.8% | +3,085.1% |
| All | +4,681.2% | +139.8% | +4,541.5% | +3,057.6% |
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