+17.9%
ONDS vs XYL
+17.0%
+0.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -5.0% | -1.2% | -3.7% | -4.1% |
| 30D | -25.6% | -13.2% | -12.4% | -16.6% |
| 3M | -22.1% | -0.2% | -22.0% | -23.4% |
| 6M | -27.6% | -12.5% | -15.1% | -20.7% |
| YTD | -25.7% | -20.9% | -4.8% | -12.4% |
| 1Y | +30.4% | -21.6% | +51.9% | +56.3% |
| 3Y | +695.0% | +16.1% | +678.8% | +617.1% |
| 5Y | -2.2% | -15.6% | +13.5% | -6.6% |
| All | +17.9% | +17.0% | +0.9% | -1.8% |
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