+39.7%
DLR vs XYL
-23.5%
+63.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -2.0% | -5.9% | +3.8% | +0.2% |
| 30D | +0.5% | -7.3% | +7.8% | +2.3% |
| 3M | -4.4% | -22.5% | +18.1% | +4.7% |
| 6M | -6.4% | -14.4% | +8.0% | -2.3% |
| YTD | +19.5% | -29.4% | +48.9% | +34.8% |
| 1Y | +10.5% | -35.6% | +46.1% | +30.2% |
| 3Y | +54.0% | +0.3% | +53.7% | +43.1% |
| 5Y | +39.7% | -22.3% | +62.1% | +38.4% |
| All | +39.7% | -23.5% | +63.2% | +38.4% |
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