-31.5%
XYL vs DRI
+34.0%
-65.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +3.3% |
| 7D | +14.5% | +6.5% | +8.0% | +12.4% |
| 30D | -1.3% | +16.4% | -17.7% | -5.7% |
| 3M | -17.0% | +13.6% | -30.6% | -20.3% |
| 6M | -11.3% | +22.0% | -33.3% | -16.9% |
| YTD | -25.0% | +29.3% | -54.3% | -30.6% |
| 1Y | -31.5% | +32.0% | -63.6% | -37.3% |
| All | -31.5% | +34.0% | -65.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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