+267.4%
RTX vs XYL
+100.4%
+167.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | +4.8% | -3.7% | +8.5% | +6.7% |
| 30D | +6.5% | -8.3% | +14.8% | +9.9% |
| 3M | -9.6% | -21.4% | +11.8% | +0.5% |
| 6M | +12.3% | -12.9% | +25.3% | +18.1% |
| YTD | +9.5% | -30.1% | +39.5% | +27.5% |
| 1Y | +15.8% | -35.2% | +51.0% | +40.3% |
| 3Y | +157.0% | -0.8% | +157.8% | +139.0% |
| 5Y | +148.8% | -23.2% | +172.0% | +161.6% |
| All | +267.4% | +100.4% | +167.0% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling