+92.7%
XOP vs XYL
-23.3%
+116.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +6.3% | -3.7% | +10.1% | +7.4% |
| 30D | -6.6% | -8.3% | +1.7% | -4.9% |
| 3M | +3.6% | -21.4% | +25.0% | +10.3% |
| 6M | +10.8% | -12.9% | +23.7% | +13.3% |
| YTD | +48.3% | -30.1% | +78.3% | +62.8% |
| 1Y | +42.9% | -35.2% | +78.1% | +61.7% |
| 3Y | +43.3% | -0.8% | +44.1% | +34.5% |
| All | +92.7% | -23.3% | +116.0% | +125.6% |
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