+522.3%
DIA vs XYL
+389.9%
+132.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -3.7% | +5.9% | +3.7% |
| 30D | +1.5% | -8.3% | +9.8% | +4.2% |
| 3M | -2.4% | -21.4% | +19.0% | +6.6% |
| 6M | +6.0% | -12.9% | +18.9% | +10.5% |
| YTD | +10.1% | -30.1% | +40.1% | +25.0% |
| 1Y | +11.8% | -35.2% | +47.0% | +31.1% |
| 3Y | +59.7% | -0.8% | +60.5% | +53.6% |
| 5Y | +57.9% | -23.2% | +81.1% | +65.5% |
| 10Y | +236.2% | +101.2% | +135.0% | +133.3% |
| All | +522.3% | +389.9% | +132.4% | +229.0% |
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