+19.3%
OXY vs XYL
+466.0%
-446.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | -0.5% |
| 7D | -0.5% | +1.8% | -2.3% | -1.5% |
| 30D | +8.5% | -9.2% | +17.7% | +13.9% |
| 3M | +6.0% | -0.3% | +6.3% | +4.8% |
| 6M | +13.0% | -11.0% | +23.9% | +17.6% |
| YTD | +48.9% | -19.2% | +68.1% | +62.3% |
| 1Y | +36.4% | -21.2% | +57.6% | +50.2% |
| 3Y | -2.3% | +18.6% | -20.9% | -17.8% |
| 5Y | +160.6% | -14.3% | +174.9% | +157.2% |
| 10Y | +2.0% | +141.0% | -139.1% | -43.3% |
| All | +19.3% | +466.0% | -446.7% | -54.8% |
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 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