+21.8%
DG vs XYL
-0.5%
+22.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | -3.7% | +4.0% | +0.9% |
| 30D | +3.2% | -8.3% | +11.6% | +4.4% |
| 3M | +10.4% | -21.4% | +31.9% | +14.0% |
| 6M | +33.2% | -12.9% | +46.1% | +35.5% |
| YTD | +3.0% | -30.1% | +33.0% | +7.1% |
| 1Y | +31.2% | -35.2% | +66.4% | +37.3% |
| 3Y | +21.8% | -0.8% | +22.6% | +7.8% |
| All | +21.8% | -0.5% | +22.3% | +7.8% |
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 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