+393.6%
RMBS vs XYL
+389.9%
+3.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.3% | -3.7% | +14.1% | +12.8% |
| 30D | -10.7% | -8.3% | -2.4% | -7.9% |
| 3M | -17.2% | -21.4% | +4.2% | -6.4% |
| 6M | -39.0% | -12.9% | -26.1% | -35.9% |
| YTD | -10.5% | -30.1% | +19.6% | +8.4% |
| 1Y | -11.0% | -35.2% | +24.2% | +12.9% |
| 3Y | +31.3% | -0.8% | +32.1% | +33.1% |
| 5Y | +242.8% | -23.2% | +266.0% | +290.2% |
| 10Y | +536.9% | +101.2% | +435.7% | +327.6% |
| All | +393.6% | +389.9% | +3.7% | +114.7% |
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