-21.7%
ONON vs XYL
-13.9%
-7.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | -2.1% | +1.2% | -3.3% | -3.0% |
| 30D | -11.6% | -11.9% | +0.3% | -3.5% |
| 3M | -30.1% | -1.5% | -28.6% | -30.0% |
| 6M | -30.5% | -11.9% | -18.6% | -24.8% |
| YTD | -41.0% | -20.6% | -20.4% | -31.7% |
| 1Y | -36.7% | -23.5% | -13.2% | -24.9% |
| 3Y | -8.6% | +14.9% | -23.5% | -24.7% |
| All | -21.7% | -13.9% | -7.8% | -26.6% |
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