-39.2%
ONON vs XYL
-23.4%
-15.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | -3.0% | -5.0% | +2.1% | -0.8% |
| 30D | -26.7% | -13.2% | -13.5% | -22.4% |
| 3M | -25.3% | -3.7% | -21.6% | -24.6% |
| 6M | -35.3% | -17.7% | -17.6% | -30.8% |
| YTD | -39.8% | -21.5% | -18.3% | -35.0% |
| 1Y | -39.2% | -24.5% | -14.7% | -34.3% |
| All | -39.2% | -23.4% | -15.8% | -34.3% |
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