+379.4%
XYL vs DRI
+794.6%
-415.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.9% | -0.7% | -5.2% | -5.7% |
| 30D | -7.3% | +14.7% | -22.0% | -11.1% |
| 3M | -22.5% | +5.4% | -27.9% | -23.9% |
| 6M | -14.4% | +18.8% | -33.3% | -19.2% |
| YTD | -29.4% | +28.4% | -57.7% | -35.1% |
| 1Y | -35.6% | +37.7% | -73.3% | -42.1% |
| 3Y | +0.3% | +68.0% | -67.7% | -16.5% |
| 5Y | -22.3% | +78.8% | -101.1% | -37.1% |
| 10Y | +103.2% | +334.2% | -230.9% | +17.1% |
| All | +379.4% | +794.6% | -415.2% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling