-72.2%
OPEN vs XYL
+75.0%
-147.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.2% |
| 7D | -2.9% | +0.8% | -3.8% | -4.0% |
| 30D | -13.8% | -10.8% | -3.0% | -2.9% |
| 3M | -30.9% | -2.5% | -28.3% | -30.2% |
| 6M | -40.9% | -12.2% | -28.8% | -34.2% |
| YTD | -48.5% | -20.1% | -28.5% | -36.9% |
| 1Y | -50.9% | -20.6% | -30.3% | -38.3% |
| 3Y | -20.6% | +17.3% | -38.0% | -35.6% |
| 5Y | -84.2% | -14.5% | -69.7% | -84.6% |
| All | -72.2% | +75.0% | -147.2% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling