+99.6%
NKE vs XYL
+459.9%
-360.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -2.3% | +0.8% | -3.2% | -2.7% |
| 30D | -10.4% | -10.8% | +0.5% | -5.9% |
| 3M | -15.5% | -2.5% | -12.9% | -14.8% |
| 6M | -32.6% | -12.2% | -20.4% | -29.3% |
| YTD | -39.8% | -20.1% | -19.8% | -34.4% |
| 1Y | -47.6% | -20.6% | -26.9% | -42.8% |
| 3Y | -59.0% | +17.3% | -76.3% | -62.9% |
| 5Y | -74.9% | -14.5% | -60.4% | -74.6% |
| 10Y | -21.9% | +150.2% | -172.1% | -47.5% |
| All | +99.6% | +459.9% | -360.3% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling