+55.3%
RSG vs XYL
+15.2%
+40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.8% | -1.2% | -0.6% | -1.7% |
| 30D | +2.8% | -13.2% | +16.0% | +4.4% |
| 3M | +4.3% | -0.2% | +4.5% | +4.4% |
| 6M | -0.5% | -12.5% | +12.0% | +0.9% |
| YTD | +5.2% | -20.9% | +26.1% | +7.9% |
| 1Y | -2.1% | -21.6% | +19.4% | +0.3% |
| All | +55.3% | +15.2% | +40.1% | +50.8% |
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 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