-14.5%
XYL vs DD
+59.3%
-73.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.1% |
| 7D | +0.8% | -3.8% | +4.6% | +2.5% |
| 30D | -10.8% | -9.2% | -1.6% | -7.0% |
| 3M | -2.5% | -9.0% | +6.4% | +1.3% |
| 6M | -12.2% | -5.0% | -7.2% | -10.9% |
| YTD | -20.1% | +7.4% | -27.5% | -24.0% |
| 1Y | -20.6% | +35.1% | -55.8% | -32.6% |
| 3Y | +17.3% | +43.2% | -25.9% | -6.1% |
| 5Y | -14.5% | +59.6% | -74.1% | -36.0% |
| All | -14.5% | +59.3% | -73.8% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling