+30.6%
ORCL vs XYL
-21.3%
+51.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | -11.2% | +5.9% | -17.0% | -13.1% |
| 30D | -18.8% | -3.9% | -14.9% | -18.8% |
| 3M | -18.8% | -18.7% | -0.1% | -13.1% |
| 6M | -39.7% | -16.9% | -22.9% | -36.6% |
| YTD | -39.6% | -27.4% | -12.3% | -33.0% |
| 1Y | -51.7% | -34.0% | -17.7% | -44.0% |
| 3Y | +10.2% | +5.6% | +4.6% | +2.7% |
| All | +30.6% | -21.3% | +51.9% | +33.4% |
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