-27.4%
ON vs XYL
+18.1%
-45.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -6.6% |
| 7D | -2.2% | +1.8% | -4.0% | -3.6% |
| 30D | -12.4% | -9.2% | -3.2% | -6.2% |
| 3M | -41.2% | -0.3% | -40.9% | -42.3% |
| 6M | +25.0% | -11.0% | +35.9% | +34.0% |
| YTD | +31.3% | -19.2% | +50.5% | +49.8% |
| 1Y | +45.4% | -21.2% | +66.6% | +70.1% |
| 3Y | -27.4% | +18.6% | -46.0% | -31.9% |
| All | -27.4% | +18.1% | -45.5% | -31.9% |
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