+448.5%
XYL vs DTE
+438.0%
+10.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | +1.8% | +0.9% | +0.9% | +1.4% |
| 30D | -9.2% | -1.9% | -7.4% | -8.5% |
| 3M | -0.3% | -3.3% | +3.1% | +1.2% |
| 6M | -11.0% | -7.1% | -3.8% | -8.1% |
| YTD | -19.2% | +8.1% | -27.3% | -22.6% |
| 1Y | -21.2% | +5.3% | -26.5% | -23.7% |
| 3Y | +18.6% | +48.2% | -29.6% | -4.0% |
| 5Y | -14.3% | +33.2% | -47.6% | -27.2% |
| 10Y | +141.0% | +137.5% | +3.5% | +56.1% |
| All | +448.5% | +438.0% | +10.4% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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