+45.8%
ON vs XYL
-21.7%
+67.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -13.5% | -13.2% | -0.3% | -8.7% |
| 3M | -36.3% | -0.2% | -36.1% | -38.2% |
| 6M | +17.8% | -12.5% | +30.3% | +21.6% |
| YTD | +29.6% | -20.9% | +50.5% | +33.2% |
| 1Y | +45.8% | -21.6% | +67.3% | +56.3% |
| All | +45.8% | -21.7% | +67.4% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling