+475.2%
DLR vs XYL
+389.9%
+85.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.3% | -3.7% | +7.1% | +4.5% |
| 30D | +4.6% | -8.3% | +12.9% | +6.6% |
| 3M | -8.3% | -21.4% | +13.1% | -1.8% |
| 6M | -5.6% | -12.9% | +7.3% | -2.6% |
| YTD | +18.7% | -30.1% | +48.8% | +31.1% |
| 1Y | +17.1% | -35.2% | +52.3% | +32.6% |
| 3Y | +54.4% | -0.8% | +55.1% | +50.3% |
| 5Y | +36.5% | -23.2% | +59.7% | +41.3% |
| 10Y | +187.7% | +101.2% | +86.5% | +125.0% |
| All | +475.2% | +389.9% | +85.3% | +276.3% |
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