+45.4%
RSP vs XYL
-21.3%
+66.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -1.0% | +5.9% | -6.9% | -3.3% |
| 30D | +2.6% | -3.9% | +6.5% | +3.3% |
| 3M | -0.8% | -18.7% | +17.9% | +6.9% |
| 6M | +6.3% | -16.9% | +23.1% | +13.1% |
| YTD | +14.1% | -27.4% | +41.5% | +27.9% |
| 1Y | +18.0% | -34.0% | +52.0% | +38.1% |
| 3Y | +61.0% | +5.6% | +55.4% | +48.2% |
| All | +45.4% | -21.3% | +66.7% | +51.1% |
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