+432.8%
XYL vs DD
+301.3%
+131.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -5.0% | -3.5% | -1.5% | -3.5% |
| 30D | -13.2% | -10.3% | -2.9% | -8.7% |
| 3M | -3.7% | -7.5% | +3.8% | -0.4% |
| 6M | -17.7% | -8.0% | -9.7% | -15.1% |
| YTD | -21.5% | +10.5% | -32.0% | -26.3% |
| 1Y | -24.5% | +38.3% | -62.8% | -36.7% |
| 3Y | +6.9% | +42.5% | -35.5% | -14.2% |
| 5Y | -18.1% | +60.2% | -78.2% | -39.1% |
| 10Y | +134.7% | +68.9% | +65.9% | +54.4% |
| All | +432.8% | +301.3% | +131.5% | +142.7% |
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