+49.5%
RMD vs XYL
+16.4%
+33.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -4.7% | +0.8% | -5.6% | -5.1% |
| 30D | +0.2% | -10.8% | +11.1% | +5.2% |
| 3M | +12.0% | -2.5% | +14.5% | +13.2% |
| 6M | -12.5% | -12.2% | -0.3% | -7.9% |
| YTD | -7.9% | -20.1% | +12.1% | +0.5% |
| 1Y | -20.4% | -20.6% | +0.3% | -12.9% |
| All | +49.5% | +16.4% | +33.1% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling