-1.8%
RMBS vs XYL
-21.4%
+19.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +1.8% | +1.2% | +0.6% | +0.7% |
| 30D | -13.9% | -11.9% | -2.0% | -3.9% |
| 3M | -39.8% | -1.5% | -38.3% | -42.9% |
| 6M | -6.0% | -11.9% | +5.9% | +3.9% |
| YTD | -5.4% | -20.6% | +15.2% | +10.4% |
| 1Y | -1.8% | -23.5% | +21.7% | +27.9% |
| All | -1.8% | -21.4% | +19.6% | +27.9% |
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