+18.6%
XYL vs DAR
+14.9%
+3.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.6% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | -9.2% | +13.0% | -22.2% | -10.7% |
| 3M | -0.3% | +15.0% | -15.3% | -2.4% |
| 6M | -11.0% | +26.8% | -37.8% | -14.3% |
| YTD | -19.2% | +86.4% | -105.6% | -26.7% |
| 1Y | -21.2% | +115.1% | -136.3% | -30.4% |
| 3Y | +18.6% | +14.6% | +4.0% | +16.5% |
| All | +18.6% | +14.9% | +3.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling