+527.9%
ORCL vs XYL
+449.8%
+78.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.9% |
| 7D | +5.3% | -5.0% | +10.3% | +7.6% |
| 30D | +10.0% | -13.2% | +23.2% | +16.7% |
| 3M | -32.6% | -3.7% | -28.9% | -32.1% |
| 6M | +4.9% | -17.7% | +22.6% | +12.8% |
| YTD | -17.8% | -21.5% | +3.8% | -10.1% |
| 1Y | -28.0% | -24.5% | -3.5% | -20.2% |
| 3Y | +36.0% | +6.9% | +29.1% | +28.6% |
| 5Y | +88.7% | -18.1% | +106.8% | +95.0% |
| 10Y | +346.9% | +134.7% | +212.2% | +185.3% |
| All | +527.9% | +449.8% | +78.1% | +184.3% |
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 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