+98.2%
DG vs XYL
+150.5%
-52.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -6.5% | +1.2% | -7.7% | -6.8% |
| 30D | +4.2% | -11.9% | +16.1% | +7.7% |
| 3M | +9.5% | -1.5% | +11.1% | +9.7% |
| 6M | -13.1% | -11.9% | -1.2% | -10.5% |
| YTD | -4.8% | -20.6% | +15.7% | +0.7% |
| 1Y | +20.6% | -23.5% | +44.1% | +28.8% |
| 3Y | +4.9% | +14.9% | -9.9% | -2.5% |
| 5Y | -37.9% | -15.3% | -22.6% | -38.3% |
| All | +98.2% | +150.5% | -52.3% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling