+31.5%
DLTR vs XYL
-15.8%
+47.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -9.4% | -1.2% | -8.2% | -9.1% |
| 30D | -7.3% | -13.2% | +5.8% | -2.6% |
| 3M | +7.6% | -0.2% | +7.7% | +7.1% |
| 6M | +1.6% | -12.5% | +14.1% | +5.9% |
| YTD | -3.5% | -20.9% | +17.3% | +4.2% |
| 1Y | +20.0% | -21.6% | +41.6% | +30.0% |
| 3Y | +2.3% | +16.1% | -13.9% | -6.0% |
| 5Y | +31.5% | -15.6% | +47.2% | +18.2% |
| All | +31.5% | -15.8% | +47.3% | +18.2% |
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