+498.0%
DLR vs XYL
+449.8%
+48.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.0% |
| 7D | +1.6% | -5.0% | +6.6% | +3.3% |
| 30D | -3.4% | -13.2% | +9.9% | +1.2% |
| 3M | +0.5% | -3.7% | +4.2% | +1.4% |
| 6M | +4.6% | -17.7% | +22.2% | +10.9% |
| YTD | +23.4% | -21.5% | +44.9% | +32.6% |
| 1Y | +19.0% | -24.5% | +43.5% | +29.4% |
| 3Y | +56.5% | +6.9% | +49.6% | +50.1% |
| 5Y | +33.3% | -18.1% | +51.4% | +36.0% |
| 10Y | +165.1% | +134.7% | +30.4% | +100.2% |
| All | +498.0% | +449.8% | +48.2% | +280.6% |
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