+54.2%
RSP vs XYL
+18.1%
+36.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.1% |
| 7D | -0.4% | +1.8% | -2.2% | -1.1% |
| 30D | -1.5% | -9.2% | +7.7% | +2.0% |
| 3M | +4.8% | -0.3% | +5.1% | +4.4% |
| 6M | +10.3% | -11.0% | +21.2% | +14.5% |
| YTD | +14.1% | -19.2% | +33.3% | +22.5% |
| 1Y | +17.0% | -21.2% | +38.2% | +26.8% |
| 3Y | +54.2% | +18.6% | +35.6% | +35.8% |
| All | +54.2% | +18.1% | +36.1% | +35.8% |
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