+815.2%
RMD vs XYL
+449.8%
+365.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.5% |
| 7D | -5.0% | -5.0% | +0.1% | -2.9% |
| 30D | +2.2% | -13.2% | +15.4% | +8.5% |
| 3M | +17.8% | -3.7% | +21.6% | +19.7% |
| 6M | -11.3% | -17.7% | +6.4% | -4.1% |
| YTD | -4.4% | -21.5% | +17.1% | +5.2% |
| 1Y | -15.7% | -24.5% | +8.8% | -5.8% |
| 3Y | +47.7% | +6.9% | +40.8% | +40.6% |
| 5Y | -19.2% | -18.1% | -1.1% | -16.2% |
| 10Y | +280.4% | +134.7% | +145.7% | +157.9% |
| All | +815.2% | +449.8% | +365.4% | +367.8% |
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