+181.2%
DLR vs XYL
+100.4%
+80.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.3% | -3.7% | +7.1% | +4.7% |
| 30D | +4.6% | -8.3% | +12.9% | +6.9% |
| 3M | -8.3% | -21.4% | +13.1% | -0.8% |
| 6M | -5.6% | -12.9% | +7.3% | -2.2% |
| YTD | +18.7% | -30.1% | +48.8% | +33.1% |
| 1Y | +17.1% | -35.2% | +52.3% | +35.2% |
| 3Y | +54.4% | -0.8% | +55.1% | +48.6% |
| 5Y | +36.5% | -23.2% | +59.7% | +41.3% |
| All | +181.2% | +100.4% | +80.8% | +102.5% |
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