+23.3%
URI vs XYL
-15.6%
+39.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.4% |
| 7D | +2.6% | -5.9% | +8.5% | +3.5% |
| 30D | +9.1% | -7.3% | +16.4% | +8.7% |
| 3M | +1.0% | -22.5% | +23.5% | +9.8% |
| 6M | +23.3% | -14.4% | +37.8% | +24.7% |
| All | +23.3% | -15.6% | +39.0% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling