+212.8%
DLTR vs XYL
+466.0%
-253.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.0% | -8.6% | -6.6% |
| 7D | -5.8% | +1.8% | -7.6% | -6.5% |
| 30D | -5.2% | -9.2% | +4.0% | -2.2% |
| 3M | +15.2% | -0.3% | +15.5% | +14.8% |
| 6M | +7.1% | -11.0% | +18.1% | +10.8% |
| YTD | +0.8% | -19.2% | +20.0% | +7.6% |
| 1Y | +24.8% | -21.2% | +46.0% | +34.3% |
| 3Y | +6.9% | +18.6% | -11.7% | -1.2% |
| 5Y | +33.2% | -14.3% | +47.6% | +34.4% |
| 10Y | +51.6% | +141.0% | -89.5% | +9.3% |
| All | +212.8% | +466.0% | -253.2% | +81.3% |
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