+342.5%
RCL vs XYL
+140.7%
+201.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.9% |
| 7D | -2.2% | +0.8% | -3.0% | -3.0% |
| 30D | -15.7% | -10.8% | -4.8% | -7.2% |
| 3M | -8.0% | -2.5% | -5.4% | -6.5% |
| 6M | -10.1% | -12.2% | +2.0% | -0.6% |
| YTD | -5.9% | -20.1% | +14.2% | +12.1% |
| 1Y | -23.5% | -20.6% | -2.8% | -8.5% |
| 3Y | +174.4% | +17.3% | +157.1% | +123.8% |
| 5Y | +227.1% | -14.5% | +241.6% | +247.7% |
| 10Y | +342.5% | +150.2% | +192.3% | +131.1% |
| All | +342.5% | +140.7% | +201.8% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling