+42.1%
DLR vs XYL
-15.4%
+57.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.5% |
| 30D | -1.2% | -10.8% | +9.7% | +3.6% |
| 3M | +2.9% | -2.5% | +5.5% | +3.4% |
| 6M | +6.7% | -12.2% | +18.9% | +11.7% |
| YTD | +23.9% | -20.1% | +43.9% | +34.6% |
| 1Y | +18.6% | -20.6% | +39.3% | +29.1% |
| 3Y | +59.7% | +17.3% | +42.3% | +41.3% |
| 5Y | +42.1% | -14.5% | +56.6% | +28.9% |
| All | +42.1% | -15.4% | +57.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling