+13.8%
ORCL vs XYL
-0.5%
+14.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +8.0% | -3.7% | +11.7% | +9.0% |
| 30D | -4.0% | -8.3% | +4.3% | -2.6% |
| 3M | -19.5% | -21.4% | +2.0% | -13.1% |
| 6M | -33.5% | -12.9% | -20.5% | -32.2% |
| YTD | -34.8% | -30.1% | -4.8% | -26.6% |
| 1Y | -41.6% | -35.2% | -6.5% | -31.4% |
| 3Y | +13.8% | -0.8% | +14.5% | +0.3% |
| All | +13.8% | -0.5% | +14.2% | +0.3% |
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 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