+53.0%
RSP vs XYL
-17.7%
+70.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.4% |
| 7D | -0.8% | -5.0% | +4.3% | +1.4% |
| 30D | -0.3% | -13.2% | +12.9% | +5.7% |
| 3M | +4.3% | -3.7% | +8.0% | +5.5% |
| 6M | +8.8% | -17.7% | +26.5% | +17.4% |
| YTD | +15.3% | -21.5% | +36.8% | +26.4% |
| 1Y | +18.3% | -24.5% | +42.8% | +31.8% |
| 3Y | +52.8% | +6.9% | +45.9% | +42.2% |
| All | +53.0% | -17.7% | +70.7% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling