+533.7%
DIA vs XYL
+449.8%
+83.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -0.2% | -5.0% | +4.9% | +2.0% |
| 30D | -1.5% | -13.2% | +11.7% | +4.4% |
| 3M | +3.8% | -3.7% | +7.5% | +5.0% |
| 6M | +10.3% | -17.7% | +28.0% | +18.8% |
| YTD | +12.1% | -21.5% | +33.6% | +22.8% |
| 1Y | +18.6% | -24.5% | +43.1% | +31.9% |
| 3Y | +60.6% | +6.9% | +53.7% | +51.2% |
| 5Y | +64.4% | -18.1% | +82.5% | +69.5% |
| 10Y | +250.1% | +134.7% | +115.4% | +131.1% |
| All | +533.7% | +449.8% | +83.9% | +223.0% |
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