+235.7%
DIA vs XYL
+100.4%
+135.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -3.7% | +5.9% | +3.8% |
| 30D | +1.5% | -8.3% | +9.8% | +4.4% |
| 3M | -2.4% | -21.4% | +19.0% | +7.3% |
| 6M | +6.0% | -12.9% | +18.9% | +10.7% |
| YTD | +10.1% | -30.1% | +40.1% | +26.3% |
| 1Y | +11.8% | -35.2% | +47.0% | +32.8% |
| 3Y | +59.7% | -0.8% | +60.5% | +52.0% |
| 5Y | +57.9% | -23.2% | +81.1% | +66.1% |
| All | +235.7% | +100.4% | +135.3% | +129.5% |
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