+432.8%
XYL vs DRI
+740.7%
-307.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -13.2% | +3.8% | -17.1% | -14.3% |
| 3M | -3.7% | +13.0% | -16.7% | -7.5% |
| 6M | -17.7% | +8.3% | -26.0% | -20.0% |
| YTD | -21.5% | +20.6% | -42.1% | -26.4% |
| 1Y | -24.5% | +6.5% | -31.0% | -26.6% |
| 3Y | +6.9% | +53.7% | -46.8% | -8.3% |
| 5Y | -18.1% | +72.7% | -90.7% | -33.0% |
| 10Y | +134.7% | +363.2% | -228.4% | +32.4% |
| All | +432.8% | +740.7% | -307.9% | +136.0% |
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 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