+87.8%
DT vs XYL
+29.3%
+58.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | -3.7% | +6.9% | +5.0% |
| 30D | -29.5% | -8.3% | -21.2% | -27.4% |
| 3M | -11.7% | -21.4% | +9.7% | -2.0% |
| 6M | +29.0% | -12.9% | +41.9% | +35.1% |
| YTD | +3.4% | -30.1% | +33.4% | +19.6% |
| 1Y | -4.2% | -35.2% | +30.9% | +15.4% |
| 3Y | -12.8% | -0.8% | -12.1% | -19.7% |
| 5Y | -39.6% | -23.2% | -16.4% | -38.0% |
| All | +87.8% | +29.3% | +58.5% | +46.4% |
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