+61.0%
RSP vs XYL
+5.2%
+55.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | -1.0% | +5.9% | -6.9% | -2.9% |
| 30D | +2.6% | -3.9% | +6.5% | +3.1% |
| 3M | -0.8% | -18.7% | +17.9% | +5.8% |
| 6M | +6.3% | -16.9% | +23.1% | +12.1% |
| YTD | +14.1% | -27.4% | +41.5% | +26.0% |
| 1Y | +18.0% | -34.0% | +52.0% | +35.7% |
| 3Y | +61.0% | +5.6% | +55.4% | +38.7% |
| All | +61.0% | +5.2% | +55.8% | +38.7% |
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 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