+209.8%
RSP vs XYL
+140.7%
+69.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -1.8% | +0.8% | -2.7% | -2.3% |
| 30D | -2.5% | -10.8% | +8.3% | +2.9% |
| 3M | +3.0% | -2.5% | +5.5% | +3.8% |
| 6M | +8.9% | -12.2% | +21.1% | +15.1% |
| YTD | +13.0% | -20.1% | +33.0% | +24.4% |
| 1Y | +16.2% | -20.6% | +36.9% | +28.4% |
| 3Y | +52.7% | +17.3% | +35.4% | +34.9% |
| 5Y | +50.5% | -14.5% | +65.0% | +52.9% |
| 10Y | +209.8% | +150.2% | +59.6% | +87.7% |
| All | +209.8% | +140.7% | +69.1% | +87.7% |
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