+27.0%
COMP vs XYL
-13.2%
+40.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.5% |
| 7D | -1.8% | +10.2% | -12.0% | -7.2% |
| 30D | -0.8% | -4.3% | +3.6% | -0.6% |
| 3M | -28.1% | -17.8% | -10.3% | -15.1% |
| 6M | +27.0% | -13.4% | +40.4% | +38.9% |
| All | +27.0% | -13.2% | +40.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 6mo: compounded portfolio wealth divided by compounded XYL 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…
6mo analysis · Full analysis span regression · 6 months rolling