-70.8%
OPEN vs XYL
+71.8%
-142.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +2.8% |
| 7D | -4.3% | -5.0% | +0.8% | +1.1% |
| 30D | -16.2% | -13.2% | -3.0% | -2.7% |
| 3M | -36.4% | -3.7% | -32.7% | -34.9% |
| 6M | -35.5% | -17.7% | -17.8% | -22.8% |
| YTD | -46.0% | -21.5% | -24.4% | -32.4% |
| 1Y | -47.1% | -24.5% | -22.7% | -29.9% |
| 3Y | -19.0% | +6.9% | -26.0% | -27.4% |
| 5Y | -83.6% | -18.1% | -65.5% | -83.5% |
| All | -70.8% | +71.8% | -142.7% | -74.6% |
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