-21.6%
XYL vs DD
+35.1%
-56.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | -13.2% | -11.5% | -1.7% | -10.3% |
| 3M | -0.2% | -5.4% | +5.2% | +1.3% |
| 6M | -12.5% | -6.9% | -5.6% | -10.9% |
| YTD | -20.9% | +6.9% | -27.8% | -23.3% |
| 1Y | -21.6% | +35.6% | -57.2% | -29.1% |
| All | -21.6% | +35.1% | -56.7% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling