+421.5%
RMBS vs XYL
+466.0%
-44.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | -0.1% |
| 7D | +3.0% | +1.8% | +1.2% | +1.8% |
| 30D | -14.4% | -9.2% | -5.2% | -9.4% |
| 3M | -42.8% | -0.3% | -42.6% | -43.5% |
| 6M | -1.4% | -11.0% | +9.6% | +5.5% |
| YTD | -5.4% | -19.2% | +13.8% | +7.3% |
| 1Y | +18.6% | -21.2% | +39.8% | +37.6% |
| 3Y | +57.3% | +18.6% | +38.7% | +46.9% |
| 5Y | +265.7% | -14.3% | +280.0% | +296.4% |
| 10Y | +546.0% | +141.0% | +405.0% | +299.0% |
| All | +421.5% | +466.0% | -44.4% | +112.7% |
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