+107.0%
XYL vs DRI
+343.2%
-236.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | +0.6% | +4.2% | -3.6% | -0.6% |
| 30D | -5.7% | +15.7% | -21.4% | -9.8% |
| 3M | -19.8% | +5.8% | -25.5% | -21.3% |
| 6M | -14.2% | +18.4% | -32.6% | -18.8% |
| YTD | -28.1% | +28.2% | -56.3% | -33.8% |
| 1Y | -35.0% | +35.9% | -70.9% | -41.2% |
| 3Y | +2.1% | +67.7% | -65.7% | -14.8% |
| 5Y | -22.1% | +77.9% | -100.0% | -36.7% |
| 10Y | +107.0% | +338.7% | -231.7% | +30.1% |
| All | +107.0% | +343.2% | -236.3% | +30.1% |
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