+99.4%
XYL vs DD
+97.1%
+2.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.7% | +5.0% | -8.7% | -6.0% |
| 30D | -8.3% | +19.7% | -28.0% | -16.4% |
| 3M | -21.4% | +7.2% | -28.6% | -24.5% |
| 6M | -12.9% | +1.0% | -14.0% | -14.2% |
| YTD | -30.1% | +29.1% | -59.2% | -39.7% |
| 1Y | -35.2% | +28.5% | -63.6% | -44.0% |
| 3Y | -0.8% | +89.4% | -90.2% | -32.2% |
| 5Y | -23.2% | +67.1% | -90.4% | -45.1% |
| All | +99.4% | +97.1% | +2.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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