+294.6%
O vs XYL
+389.1%
-94.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.4% | -6.0% | +5.6% | +1.5% |
| 30D | +8.3% | -8.3% | +16.6% | +10.6% |
| 3M | -4.0% | -22.6% | +18.6% | +3.2% |
| 6M | -2.6% | -15.0% | +12.4% | +1.4% |
| YTD | +9.9% | -30.2% | +40.1% | +21.0% |
| 1Y | +9.8% | -36.4% | +46.2% | +24.5% |
| 3Y | +39.7% | -0.9% | +40.6% | +34.2% |
| 5Y | +9.2% | -23.4% | +32.5% | +12.1% |
| 10Y | +81.5% | +100.9% | -19.4% | +40.1% |
| All | +294.6% | +389.1% | -94.5% | +155.7% |
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