-18.8%
OPEN vs XYL
+18.1%
-36.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -5.4% |
| 7D | +1.0% | +1.8% | -0.8% | -1.0% |
| 30D | -11.9% | -9.2% | -2.7% | -3.1% |
| 3M | -28.8% | -0.3% | -28.5% | -30.0% |
| 6M | -38.6% | -11.0% | -27.6% | -32.8% |
| YTD | -47.3% | -19.2% | -28.1% | -36.3% |
| 1Y | -49.2% | -21.2% | -28.0% | -35.6% |
| 3Y | -18.8% | +18.6% | -37.4% | -35.7% |
| All | -18.8% | +18.1% | -36.9% | -35.7% |
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