+607.3%
OKE vs XYL
+454.2%
+153.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.6% |
| 30D | +4.6% | -13.2% | +17.8% | +12.7% |
| 3M | +6.9% | -0.2% | +7.1% | +6.2% |
| 6M | +15.8% | -12.5% | +28.3% | +22.5% |
| YTD | +35.2% | -20.9% | +56.1% | +50.0% |
| 1Y | +37.6% | -21.6% | +59.1% | +52.9% |
| 3Y | +72.0% | +16.1% | +55.9% | +47.1% |
| 5Y | +139.0% | -15.6% | +154.6% | +140.9% |
| 10Y | +258.7% | +147.7% | +111.1% | +97.9% |
| All | +607.3% | +454.2% | +153.1% | +196.0% |
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