+13.5%
RTX vs XYL
-35.2%
+48.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.5% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +7.7% | -5.7% | +13.4% | +8.5% |
| 3M | -10.3% | -19.8% | +9.4% | -6.2% |
| 6M | +14.6% | -14.2% | +28.8% | +17.5% |
| YTD | +10.4% | -28.1% | +38.5% | +16.4% |
| 1Y | +13.5% | -35.0% | +48.5% | +21.3% |
| All | +13.5% | -35.2% | +48.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling