+258.5%
OKE vs XYL
+150.5%
+108.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | +1.2% | +1.2% | 0.0% | +0.6% |
| 30D | +4.5% | -11.9% | +16.4% | +12.0% |
| 3M | +9.6% | -1.5% | +11.2% | +9.7% |
| 6M | +15.4% | -11.9% | +27.3% | +21.9% |
| YTD | +36.5% | -20.6% | +57.0% | +51.7% |
| 1Y | +39.0% | -23.5% | +62.5% | +57.5% |
| 3Y | +74.3% | +14.9% | +59.4% | +47.5% |
| 5Y | +141.2% | -15.3% | +156.5% | +143.8% |
| All | +258.5% | +150.5% | +108.0% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling