-87.9%
OPEN vs XYL
+57.4%
-145.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -4.7% |
| 7D | -24.7% | +0.6% | -25.3% | -24.3% |
| 30D | -41.0% | -5.7% | -35.3% | -38.4% |
| 3M | -62.4% | -19.8% | -42.6% | -53.8% |
| 6M | -73.9% | -14.2% | -59.7% | -70.6% |
| YTD | -77.5% | -28.1% | -49.4% | -70.0% |
| 1Y | -83.6% | -35.0% | -48.6% | -75.2% |
| 3Y | -37.0% | +2.1% | -39.1% | -42.2% |
| 5Y | -93.3% | -22.1% | -71.2% | -92.9% |
| All | -87.9% | +57.4% | -145.3% | -88.7% |
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 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