+296.5%
O vs XYL
+403.7%
-107.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.8% |
| 7D | +3.5% | +0.6% | +3.0% | +3.3% |
| 30D | +10.4% | -5.7% | +16.1% | +11.8% |
| 3M | -2.4% | -19.8% | +17.4% | +3.7% |
| 6M | -1.2% | -14.2% | +13.0% | +2.6% |
| YTD | +10.4% | -28.1% | +38.5% | +20.5% |
| 1Y | +11.4% | -35.0% | +46.4% | +25.5% |
| 3Y | +40.4% | +2.1% | +38.3% | +33.7% |
| 5Y | +12.1% | -22.1% | +34.2% | +14.6% |
| 10Y | +82.7% | +107.0% | -24.2% | +39.8% |
| All | +296.5% | +403.7% | -107.3% | +154.6% |
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