+20.0%
ON vs XYL
-23.3%
+43.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | -3.7% | +16.0% | +15.3% |
| 30D | -3.1% | -8.3% | +5.2% | +0.1% |
| 3M | -12.9% | -21.4% | +8.6% | +1.8% |
| 6M | -38.6% | -12.9% | -25.7% | -35.0% |
| YTD | +31.2% | -30.1% | +61.3% | +64.5% |
| 1Y | +47.6% | -35.2% | +82.8% | +98.6% |
| 3Y | +6.6% | -0.8% | +7.4% | -3.2% |
| All | +20.0% | -23.3% | +43.4% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling