+117.6%
DT vs XYL
+45.1%
+72.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -3.3% | -5.0% | +1.8% | -0.7% |
| 30D | +2.0% | -13.2% | +15.3% | +9.5% |
| 3M | +20.0% | -3.7% | +23.7% | +21.6% |
| 6M | +39.3% | -17.7% | +57.0% | +51.7% |
| YTD | +19.8% | -21.5% | +41.3% | +32.9% |
| 1Y | +4.3% | -24.5% | +28.8% | +17.9% |
| 3Y | +7.7% | +6.9% | +0.8% | -2.6% |
| 5Y | -26.8% | -18.1% | -8.8% | -26.3% |
| All | +117.6% | +45.1% | +72.5% | +62.7% |
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 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