+208.0%
RDDT vs XYL
-14.9%
+222.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | -0.4% | -1.2% | +0.8% | +0.2% |
| 30D | -0.5% | -13.2% | +12.6% | +7.7% |
| 3M | -9.8% | -0.2% | -9.6% | -11.2% |
| 6M | +15.8% | -12.5% | +28.3% | +24.1% |
| YTD | -32.4% | -20.9% | -11.5% | -23.9% |
| 1Y | -40.0% | -21.6% | -18.5% | -32.2% |
| All | +208.0% | -14.9% | +222.9% | +192.2% |
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 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