-39.4%
RDDT vs XYL
-21.4%
-18.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | +2.8% | -11.9% | +14.8% | +5.1% |
| 3M | -8.9% | -1.5% | -7.4% | -9.3% |
| 6M | +15.1% | -11.9% | +27.0% | +17.5% |
| YTD | -31.4% | -20.6% | -10.8% | -31.3% |
| 1Y | -39.4% | -23.5% | -15.9% | -35.3% |
| All | -39.4% | -21.4% | -18.0% | -35.3% |
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 · 6 months rolling