+524.5%
RSP vs XYL
+408.9%
+115.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -1.0% | +5.9% | -6.9% | -3.6% |
| 30D | +2.6% | -3.9% | +6.5% | +3.4% |
| 3M | -0.8% | -18.7% | +17.9% | +7.7% |
| 6M | +6.3% | -16.9% | +23.1% | +13.8% |
| YTD | +14.1% | -27.4% | +41.5% | +29.1% |
| 1Y | +18.0% | -34.0% | +52.0% | +39.6% |
| 3Y | +61.0% | +5.6% | +55.4% | +49.9% |
| 5Y | +45.6% | -20.6% | +66.1% | +51.4% |
| 10Y | +220.2% | +133.4% | +86.8% | +102.2% |
| All | +524.5% | +408.9% | +115.7% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling