+114.1%
DT vs XYL
+46.9%
+67.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | +3.0% | -11.9% | +15.0% | +9.7% |
| 3M | +26.5% | -1.5% | +28.0% | +26.7% |
| 6M | +35.9% | -11.9% | +47.8% | +42.8% |
| YTD | +17.8% | -20.6% | +38.4% | +29.9% |
| 1Y | +4.1% | -23.5% | +27.6% | +16.8% |
| 3Y | +5.3% | +14.9% | -9.6% | -8.6% |
| 5Y | -27.2% | -15.3% | -11.9% | -27.9% |
| All | +114.1% | +46.9% | +67.3% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling