+300.0%
DG vs XYL
+449.8%
-149.7%
-72.6%
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% | +2.0% |
| 7D | +8.4% | -5.0% | +13.4% | +9.8% |
| 30D | +4.9% | -13.2% | +18.2% | +8.7% |
| 3M | +29.3% | -3.7% | +33.0% | +30.3% |
| 6M | -11.3% | -17.7% | +6.4% | -7.0% |
| YTD | +1.8% | -21.5% | +23.3% | +7.7% |
| 1Y | +25.3% | -24.5% | +49.8% | +33.8% |
| 3Y | +9.1% | +6.9% | +2.1% | +4.3% |
| 5Y | -34.9% | -18.1% | -16.8% | -34.5% |
| 10Y | +108.2% | +134.7% | -26.6% | +56.2% |
| All | +300.0% | +449.8% | -149.7% | +151.3% |
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