+101.5%
DG vs XYL
+100.1%
+1.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.8% |
| 7D | -2.5% | -6.0% | +3.6% | -0.8% |
| 30D | +7.7% | -8.3% | +16.0% | +9.9% |
| 3M | +13.1% | -22.6% | +35.7% | +20.6% |
| 6M | +32.0% | -15.0% | +47.1% | +37.1% |
| YTD | +3.3% | -30.2% | +33.5% | +12.7% |
| 1Y | +31.7% | -36.4% | +68.0% | +47.2% |
| 3Y | +21.7% | -0.9% | +22.6% | +17.5% |
| 5Y | -34.7% | -23.4% | -11.4% | -33.6% |
| All | +101.5% | +100.1% | +1.4% | +54.6% |
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 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