-10.8%
DOW vs XYL
+47.8%
-58.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.7% |
| 7D | -2.4% | -5.0% | +2.7% | +0.9% |
| 30D | +0.4% | -13.2% | +13.6% | +9.8% |
| 3M | -14.4% | -3.7% | -10.7% | -13.6% |
| 6M | -7.0% | -17.7% | +10.7% | +3.4% |
| YTD | +30.2% | -21.5% | +51.7% | +48.3% |
| 1Y | +29.2% | -24.5% | +53.7% | +51.4% |
| 3Y | -36.7% | +6.9% | -43.6% | -43.5% |
| 5Y | -37.7% | -18.1% | -19.6% | -33.2% |
| All | -10.8% | +47.8% | -58.6% | -44.0% |
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