+304.8%
DG vs XYL
+389.9%
-85.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | +3.2% | -8.3% | +11.6% | +5.3% |
| 3M | +10.4% | -21.4% | +31.9% | +17.0% |
| 6M | +33.2% | -12.9% | +46.1% | +37.2% |
| YTD | +3.0% | -30.1% | +33.0% | +11.8% |
| 1Y | +31.2% | -35.2% | +66.4% | +45.2% |
| 3Y | +21.8% | -0.8% | +22.6% | +18.3% |
| 5Y | -35.0% | -23.2% | -11.7% | -33.7% |
| 10Y | +106.0% | +101.2% | +4.8% | +60.1% |
| All | +304.8% | +389.9% | -85.1% | +161.0% |
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