+523.8%
DIA vs XYL
+394.7%
+129.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -1.6% | -5.9% | +4.3% | +0.8% |
| 30D | +1.3% | -7.3% | +8.6% | +3.5% |
| 3M | -2.1% | -22.5% | +20.4% | +7.6% |
| 6M | +6.2% | -14.4% | +20.7% | +11.6% |
| YTD | +10.3% | -29.4% | +39.7% | +24.8% |
| 1Y | +11.0% | -35.6% | +46.6% | +30.6% |
| 3Y | +60.4% | +0.3% | +60.1% | +53.6% |
| 5Y | +59.1% | -22.3% | +81.4% | +65.9% |
| 10Y | +237.1% | +103.2% | +133.8% | +133.0% |
| All | +523.8% | +394.7% | +129.1% | +228.5% |
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 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