+375.5%
ORCL vs XYL
+416.3%
-40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.6% |
| 7D | +0.5% | +2.1% | -1.6% | -0.4% |
| 30D | -15.3% | -3.4% | -11.9% | -15.5% |
| 3M | -18.2% | -17.2% | -1.0% | -13.0% |
| 6M | -38.4% | -12.0% | -26.4% | -36.6% |
| YTD | -37.7% | -26.3% | -11.4% | -31.3% |
| 1Y | -49.3% | -33.5% | -15.8% | -41.5% |
| 3Y | +10.6% | +6.4% | +4.2% | +3.3% |
| 5Y | +35.5% | -20.9% | +56.4% | +40.0% |
| 10Y | +251.6% | +120.8% | +130.7% | +126.7% |
| All | +375.5% | +416.3% | -40.9% | +117.4% |
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 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