+141.9%
XYL vs DRI
+348.7%
-206.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.2% | -4.8% | +3.6% | +0.2% |
| 30D | -13.2% | -5.2% | -8.0% | -11.8% |
| 3M | -0.2% | +2.7% | -2.9% | -1.2% |
| 6M | -12.5% | +3.6% | -16.1% | -13.8% |
| YTD | -20.9% | +15.4% | -36.3% | -24.7% |
| 1Y | -21.6% | +1.3% | -22.8% | -22.6% |
| 3Y | +16.1% | +53.1% | -37.0% | -0.2% |
| 5Y | -15.6% | +64.6% | -80.2% | -29.8% |
| All | +141.9% | +348.7% | -206.8% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling