-37.0%
OPEN vs XYL
+3.5%
-40.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -4.9% |
| 7D | -24.7% | +0.6% | -25.3% | -24.2% |
| 30D | -41.0% | -5.7% | -35.3% | -38.7% |
| 3M | -62.4% | -19.8% | -42.6% | -54.4% |
| 6M | -73.9% | -14.2% | -59.7% | -70.9% |
| YTD | -77.5% | -28.1% | -49.4% | -70.2% |
| 1Y | -83.6% | -35.0% | -48.6% | -75.1% |
| 3Y | -37.0% | +2.1% | -39.1% | -55.9% |
| All | -37.0% | +3.5% | -40.5% | -55.9% |
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