+240.5%
RMBS vs XYL
-23.3%
+263.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.3% | -3.7% | +14.1% | +13.2% |
| 30D | -10.7% | -8.3% | -2.4% | -7.5% |
| 3M | -17.2% | -21.4% | +4.2% | -3.5% |
| 6M | -39.0% | -12.9% | -26.1% | -35.6% |
| YTD | -10.5% | -30.1% | +19.6% | +13.6% |
| 1Y | -11.0% | -35.2% | +24.2% | +20.2% |
| 3Y | +31.3% | -0.8% | +32.1% | +34.4% |
| All | +240.5% | -23.3% | +263.8% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling