+244.3%
DIA vs XYL
+149.5%
+94.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -3.0% | -1.2% | -1.8% | -2.5% |
| 30D | -3.0% | -13.2% | +10.2% | +3.2% |
| 3M | +4.5% | -0.2% | +4.7% | +4.0% |
| 6M | +9.8% | -12.5% | +22.3% | +15.7% |
| YTD | +9.3% | -20.9% | +30.2% | +20.1% |
| 1Y | +16.0% | -21.6% | +37.5% | +27.8% |
| 3Y | +57.7% | +16.1% | +41.6% | +41.2% |
| 5Y | +63.8% | -15.6% | +79.4% | +67.1% |
| All | +244.3% | +149.5% | +94.8% | +117.7% |
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