+629.3%
ON vs XYL
+150.5%
+478.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.2% |
| 7D | +2.4% | +1.2% | +1.2% | +1.2% |
| 30D | -8.6% | -11.9% | +3.3% | +1.3% |
| 3M | -34.3% | -1.5% | -32.8% | -34.6% |
| 6M | +28.5% | -11.9% | +40.4% | +40.5% |
| YTD | +40.6% | -20.6% | +61.2% | +65.5% |
| 1Y | +55.3% | -23.5% | +78.8% | +89.2% |
| 3Y | -22.2% | +14.9% | -37.0% | -33.6% |
| 5Y | +62.4% | -15.3% | +77.7% | +76.9% |
| All | +629.3% | +150.5% | +478.8% | +295.3% |
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