+18.6%
XYL vs DRI
+56.7%
-38.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.5% |
| 7D | +1.8% | -1.2% | +3.0% | +2.1% |
| 30D | -9.2% | -0.4% | -8.8% | -9.2% |
| 3M | -0.3% | +9.5% | -9.8% | -3.1% |
| 6M | -11.0% | +6.5% | -17.4% | -12.9% |
| YTD | -19.2% | +18.4% | -37.6% | -23.4% |
| 1Y | -21.2% | +4.2% | -25.4% | -22.7% |
| 3Y | +18.6% | +57.1% | -38.5% | -2.0% |
| All | +18.6% | +56.7% | -38.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling