+58.3%
DLR vs XYL
+16.4%
+41.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | -1.2% | -10.8% | +9.7% | +2.8% |
| 3M | +2.9% | -2.5% | +5.5% | +3.1% |
| 6M | +6.7% | -12.2% | +18.9% | +10.9% |
| YTD | +23.9% | -20.1% | +43.9% | +33.0% |
| 1Y | +18.6% | -20.6% | +39.3% | +27.5% |
| All | +58.3% | +16.4% | +41.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling