+1.9%
DLTR vs XYL
+15.7%
-13.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -8.1% | -11.9% | +3.8% | -3.9% |
| 3M | +2.9% | -1.5% | +4.4% | +2.8% |
| 6M | +4.3% | -11.9% | +16.2% | +8.3% |
| YTD | -3.9% | -20.6% | +16.6% | +3.6% |
| 1Y | +18.9% | -23.5% | +42.4% | +30.2% |
| 3Y | +1.9% | +14.9% | -12.9% | -11.5% |
| All | +1.9% | +15.7% | -13.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling