-27.8%
DT vs XYL
-14.9%
-12.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -0.5% | +0.8% | -1.4% | -1.1% |
| 30D | +0.1% | -10.8% | +10.9% | +6.2% |
| 3M | +24.1% | -2.5% | +26.7% | +24.8% |
| 6M | +30.1% | -12.2% | +42.3% | +37.5% |
| YTD | +16.8% | -20.1% | +36.8% | +29.3% |
| 1Y | -0.1% | -20.6% | +20.5% | +10.8% |
| 3Y | +6.8% | +17.3% | -10.5% | -14.3% |
| All | -27.8% | -14.9% | -12.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling