+213.2%
RSP vs XYL
+113.6%
+99.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +3.7% | -5.7% | +9.4% | +5.5% |
| 3M | +0.7% | -19.8% | +20.5% | +10.5% |
| 6M | +9.0% | -14.2% | +23.2% | +15.3% |
| YTD | +16.7% | -28.1% | +44.8% | +33.6% |
| 1Y | +19.0% | -35.0% | +54.0% | +43.3% |
| 3Y | +64.7% | +2.1% | +62.6% | +54.1% |
| 5Y | +49.6% | -22.1% | +71.7% | +57.3% |
| 10Y | +213.2% | +107.0% | +106.2% | +108.0% |
| All | +213.2% | +113.6% | +99.6% | +108.0% |
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