+1,035.3%
DHR vs XYL
+466.0%
+569.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.6% |
| 30D | +0.2% | -9.2% | +9.5% | +4.4% |
| 3M | +12.1% | -0.3% | +12.3% | +12.1% |
| 6M | +5.4% | -11.0% | +16.4% | +10.4% |
| YTD | -10.0% | -19.2% | +9.2% | -2.2% |
| 1Y | +4.1% | -21.2% | +25.3% | +14.3% |
| 3Y | -5.2% | +18.6% | -23.8% | -13.7% |
| 5Y | -28.2% | -14.3% | -13.9% | -27.0% |
| 10Y | +208.4% | +141.0% | +67.4% | +99.7% |
| All | +1,035.3% | +466.0% | +569.3% | +435.8% |
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 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