+420.8%
RSG vs XYL
+150.5%
+270.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +4.0% | -11.9% | +15.9% | +8.4% |
| 3M | +7.4% | -1.5% | +8.9% | +7.6% |
| 6M | +0.1% | -11.9% | +12.0% | +3.7% |
| YTD | +6.0% | -20.6% | +26.6% | +13.4% |
| 1Y | -3.0% | -23.5% | +20.5% | +5.0% |
| 3Y | +56.5% | +14.9% | +41.6% | +41.5% |
| 5Y | +90.9% | -15.3% | +106.2% | +91.2% |
| All | +420.8% | +150.5% | +270.4% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling