-69.7%
RAM vs XYL
-8.8%
-60.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.0% | -15.3% | -4.6% |
| 7D | -31.3% | +14.5% | -45.8% | -18.8% |
| 30D | -49.4% | -1.3% | -48.0% | -46.3% |
| 3M | -41.4% | -17.0% | -24.4% | -50.9% |
| All | -69.7% | -8.8% | -60.9% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling