+2.0%
RDW vs XYL
+8.2%
-6.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +0.9% | +1.2% | -0.3% | 0.0% |
| 30D | -21.3% | -11.9% | -9.3% | -12.5% |
| 3M | -37.9% | -1.5% | -36.3% | -38.8% |
| 6M | +12.3% | -11.9% | +24.2% | +22.6% |
| YTD | +39.7% | -20.6% | +60.3% | +67.2% |
| 1Y | +25.7% | -23.5% | +49.2% | +56.3% |
| 3Y | +230.8% | +14.9% | +216.0% | +214.8% |
| 5Y | -8.8% | -15.3% | +6.5% | -10.7% |
| All | +2.0% | +8.2% | -6.2% | -6.7% |
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