-50.9%
OPEN vs XYL
-21.6%
-29.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.3% |
| 7D | -2.9% | +0.8% | -3.8% | -3.8% |
| 30D | -13.8% | -10.8% | -3.0% | -4.5% |
| 3M | -30.9% | -2.5% | -28.3% | -31.2% |
| 6M | -40.9% | -12.2% | -28.8% | -34.6% |
| YTD | -48.5% | -20.1% | -28.5% | -41.7% |
| 1Y | -50.9% | -20.6% | -30.3% | -60.1% |
| All | -50.9% | -21.6% | -29.3% | -60.1% |
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