+374.0%
XYL vs DD
+371.7%
+2.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -6.0% | +6.7% | -12.8% | -8.9% |
| 30D | -8.3% | +19.4% | -27.7% | -16.0% |
| 3M | -22.6% | +7.6% | -30.2% | -25.6% |
| 6M | -15.0% | +2.9% | -17.9% | -17.0% |
| YTD | -30.2% | +29.9% | -60.1% | -39.6% |
| 1Y | -36.4% | +28.6% | -65.0% | -44.7% |
| 3Y | -0.9% | +90.0% | -90.9% | -30.9% |
| 5Y | -23.4% | +68.1% | -91.5% | -44.2% |
| 10Y | +100.9% | +98.7% | +2.2% | +21.8% |
| All | +374.0% | +371.7% | +2.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling