+303.9%
O vs XYL
+449.8%
-145.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -0.7% | -5.0% | +4.3% | +0.8% |
| 30D | -1.9% | -13.2% | +11.3% | +2.5% |
| 3M | +3.8% | -3.7% | +7.6% | +4.8% |
| 6M | -4.7% | -17.7% | +12.9% | +0.7% |
| YTD | +12.5% | -21.5% | +34.0% | +20.2% |
| 1Y | +10.8% | -24.5% | +35.3% | +19.7% |
| 3Y | +28.8% | +6.9% | +21.8% | +21.6% |
| 5Y | +13.2% | -18.1% | +31.3% | +14.6% |
| 10Y | +53.5% | +134.7% | -81.3% | +14.2% |
| All | +303.9% | +449.8% | -145.8% | +154.1% |
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