+23.9%
ONDS vs XYL
+19.5%
+4.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -2.4% |
| 7D | +8.2% | +1.8% | +6.4% | +6.6% |
| 30D | -16.4% | -9.2% | -7.1% | -9.5% |
| 3M | -26.0% | -0.3% | -25.7% | -27.1% |
| 6M | -22.5% | -11.0% | -11.5% | -16.3% |
| YTD | -21.9% | -19.2% | -2.7% | -9.5% |
| 1Y | +25.7% | -21.2% | +46.9% | +50.4% |
| 3Y | +735.5% | +18.6% | +716.9% | +640.9% |
| 5Y | -0.1% | -14.3% | +14.2% | -6.2% |
| All | +23.9% | +19.5% | +4.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling