-87.4%
OPEN vs XYL
+54.6%
-142.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +6.0% |
| 7D | -31.1% | -5.9% | -25.2% | -26.3% |
| 30D | -34.7% | -7.3% | -27.4% | -30.8% |
| 3M | -61.9% | -22.5% | -39.4% | -51.5% |
| 6M | -71.9% | -14.4% | -57.4% | -68.3% |
| YTD | -76.6% | -29.4% | -47.2% | -68.2% |
| 1Y | -83.9% | -35.6% | -48.3% | -75.5% |
| 3Y | -34.4% | +0.3% | -34.6% | -38.8% |
| 5Y | -93.9% | -22.3% | -71.6% | -93.5% |
| All | -87.4% | +54.6% | -142.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling