+211.0%
RSP vs XYL
+100.4%
+110.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | -3.7% | +6.1% | +4.2% |
| 30D | +4.3% | -8.3% | +12.6% | +7.5% |
| 3M | -0.3% | -21.4% | +21.1% | +10.5% |
| 6M | +9.8% | -12.9% | +22.8% | +15.2% |
| YTD | +16.8% | -30.1% | +46.9% | +35.5% |
| 1Y | +19.5% | -35.2% | +54.7% | +43.9% |
| 3Y | +65.1% | -0.8% | +65.9% | +56.5% |
| 5Y | +48.7% | -23.2% | +71.9% | +57.2% |
| All | +211.0% | +100.4% | +110.6% | +109.8% |
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 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