-71.4%
OPEN vs XYL
-30.7%
-40.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +5.0% | +8.8% | +11.6% |
| 7D | +3.7% | +14.5% | -10.9% | -1.6% |
| 30D | -14.3% | -1.3% | -12.9% | -14.8% |
| 3M | -51.9% | -17.0% | -35.0% | -47.7% |
| 6M | -61.4% | -11.3% | -50.1% | -59.7% |
| YTD | -66.0% | -25.0% | -41.1% | -62.8% |
| 1Y | -71.4% | -31.5% | -39.8% | -54.5% |
| All | -71.4% | -30.7% | -40.7% | -54.5% |
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 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