-10.5%
ONON vs XYL
+15.2%
-25.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -5.3% | -1.2% | -4.1% | -4.7% |
| 30D | -13.1% | -13.2% | 0.0% | -6.3% |
| 3M | -29.3% | -0.2% | -29.2% | -29.8% |
| 6M | -34.5% | -12.5% | -22.0% | -30.1% |
| YTD | -42.2% | -20.9% | -21.3% | -35.2% |
| 1Y | -37.3% | -21.6% | -15.8% | -29.6% |
| All | -10.5% | +15.2% | -25.7% | -23.5% |
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