+13.3%
RMBS vs XYL
-23.4%
+36.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +3.2% |
| 7D | -0.3% | -5.0% | +4.7% | +4.4% |
| 30D | -12.2% | -13.2% | +1.0% | -0.1% |
| 3M | -49.5% | -3.7% | -45.8% | -50.9% |
| 6M | -7.1% | -17.7% | +10.5% | +11.9% |
| YTD | -7.0% | -21.5% | +14.5% | +11.4% |
| 1Y | +13.3% | -24.5% | +37.8% | +51.0% |
| All | +13.3% | -23.4% | +36.7% | +51.0% |
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