+147.9%
OXY vs XYL
-16.2%
+164.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +5.5% | -11.9% | +17.4% | +8.0% |
| 3M | +11.3% | -1.5% | +12.9% | +11.0% |
| 6M | +11.6% | -11.9% | +23.5% | +13.7% |
| YTD | +51.6% | -20.6% | +72.1% | +58.2% |
| 1Y | +36.2% | -23.5% | +59.7% | +43.4% |
| 3Y | +1.7% | +14.9% | -13.1% | -4.4% |
| All | +147.9% | -16.2% | +164.1% | +166.8% |
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