+270.4%
RCL vs XYL
+3.5%
+266.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.1% |
| 7D | +8.5% | +0.6% | +7.9% | +8.2% |
| 30D | +20.4% | -5.7% | +26.1% | +21.7% |
| 3M | +11.0% | -19.8% | +30.8% | +23.9% |
| 6M | +24.9% | -14.2% | +39.0% | +32.8% |
| YTD | +23.9% | -28.1% | +52.0% | +46.5% |
| 1Y | +30.8% | -35.0% | +65.8% | +65.3% |
| 3Y | +270.4% | +2.1% | +268.3% | +229.2% |
| All | +270.4% | +3.5% | +266.9% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling