+74.3%
OKE vs XYL
+15.7%
+58.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +4.5% | -11.9% | +16.4% | +7.5% |
| 3M | +9.6% | -1.5% | +11.2% | +9.6% |
| 6M | +15.4% | -11.9% | +27.3% | +18.4% |
| YTD | +36.5% | -20.6% | +57.0% | +43.6% |
| 1Y | +39.0% | -23.5% | +62.5% | +48.0% |
| 3Y | +74.3% | +14.9% | +59.4% | +57.9% |
| All | +74.3% | +15.7% | +58.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling