-83.6%
OPEN vs XYL
-14.7%
-68.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -6.0% |
| 7D | +1.0% | +1.8% | -0.8% | -1.4% |
| 30D | -11.9% | -9.2% | -2.7% | -1.4% |
| 3M | -28.8% | -0.3% | -28.5% | -30.2% |
| 6M | -38.6% | -11.0% | -27.6% | -31.9% |
| YTD | -47.3% | -19.2% | -28.1% | -34.8% |
| 1Y | -49.2% | -21.2% | -28.0% | -33.8% |
| 3Y | -18.8% | +18.6% | -37.4% | -40.1% |
| 5Y | -83.6% | -14.3% | -69.3% | -84.3% |
| All | -83.6% | -14.7% | -68.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling