+862.7%
RMD vs XYL
+389.9%
+472.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | -3.7% | +5.8% | +3.6% |
| 30D | +2.1% | -8.3% | +10.4% | +5.0% |
| 3M | +6.2% | -21.4% | +27.7% | +16.2% |
| 6M | +19.4% | -12.9% | +32.3% | +25.0% |
| YTD | +0.5% | -30.1% | +30.6% | +14.9% |
| 1Y | -3.9% | -35.2% | +31.2% | +13.3% |
| 3Y | +72.5% | -0.8% | +73.3% | +67.7% |
| 5Y | -1.5% | -23.2% | +21.7% | +4.1% |
| 10Y | +345.8% | +101.2% | +244.5% | +217.8% |
| All | +862.7% | +389.9% | +472.8% | +410.7% |
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