+50.5%
DRAM vs XYL
-16.7%
+67.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.6% |
| 7D | -9.8% | +2.1% | -11.9% | -9.3% |
| 30D | -26.9% | -3.4% | -23.6% | -26.7% |
| 3M | -17.4% | -17.2% | -0.2% | -15.4% |
| 6M | -20.9% | -12.0% | -8.8% | -25.1% |
| All | +50.5% | -16.7% | +67.2% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling