+43.4%
DLTR vs XYL
+150.5%
-107.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -10.1% | +1.2% | -11.3% | -10.6% |
| 30D | -8.1% | -11.9% | +3.8% | -3.7% |
| 3M | +2.9% | -1.5% | +4.4% | +3.0% |
| 6M | +4.3% | -11.9% | +16.2% | +8.7% |
| YTD | -3.9% | -20.6% | +16.6% | +4.0% |
| 1Y | +18.9% | -23.5% | +42.4% | +30.5% |
| 3Y | +1.9% | +14.9% | -12.9% | -5.9% |
| 5Y | +31.0% | -15.3% | +46.3% | +32.6% |
| All | +43.4% | +150.5% | -107.0% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling