+1,551.7%
RCL vs XYL
+403.7%
+1,148.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.6% |
| 7D | +8.5% | +0.6% | +7.9% | +8.0% |
| 30D | +20.4% | -5.7% | +26.1% | +23.0% |
| 3M | +11.0% | -19.8% | +30.8% | +27.5% |
| 6M | +24.9% | -14.2% | +39.0% | +35.8% |
| YTD | +23.9% | -28.1% | +52.0% | +52.9% |
| 1Y | +30.8% | -35.0% | +65.8% | +74.7% |
| 3Y | +270.4% | +2.1% | +268.3% | +240.1% |
| 5Y | +296.1% | -22.1% | +318.2% | +343.0% |
| 10Y | +375.0% | +107.0% | +268.1% | +189.1% |
| All | +1,551.7% | +403.7% | +1,148.0% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling