-20.9%
XYL vs DRI
+76.5%
-97.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +2.1% | +3.1% | -1.1% | +0.9% |
| 30D | -3.4% | +16.2% | -19.6% | -8.8% |
| 3M | -17.2% | +8.4% | -25.6% | -19.9% |
| 6M | -12.0% | +19.0% | -31.0% | -18.2% |
| YTD | -26.3% | +28.8% | -55.1% | -33.8% |
| 1Y | -33.5% | +33.1% | -66.6% | -41.1% |
| 3Y | +6.4% | +70.8% | -64.4% | -17.9% |
| 5Y | -20.9% | +74.2% | -95.1% | -41.4% |
| All | -20.9% | +76.5% | -97.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling