+860.1%
RMD vs XYL
+389.1%
+471.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.9% |
| 7D | +0.1% | -6.0% | +6.1% | +2.6% |
| 30D | +1.9% | -8.3% | +10.2% | +4.8% |
| 3M | +6.3% | -22.6% | +28.9% | +17.0% |
| 6M | +18.2% | -15.0% | +33.3% | +25.1% |
| YTD | +0.3% | -30.2% | +30.4% | +14.7% |
| 1Y | -4.3% | -36.4% | +32.1% | +13.8% |
| 3Y | +71.3% | -0.9% | +72.1% | +66.5% |
| 5Y | -1.8% | -23.4% | +21.6% | +3.9% |
| 10Y | +344.6% | +100.9% | +243.7% | +217.2% |
| All | +860.1% | +389.1% | +471.0% | +409.7% |
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