+152.8%
RTX vs XYL
+18.1%
+134.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.6% |
| 30D | -10.6% | -9.2% | -1.3% | -8.4% |
| 3M | +11.6% | -0.3% | +11.9% | +11.4% |
| 6M | -4.5% | -11.0% | +6.5% | -2.0% |
| YTD | +9.6% | -19.2% | +28.8% | +14.9% |
| 1Y | +30.8% | -21.2% | +52.0% | +38.0% |
| 3Y | +152.8% | +18.6% | +134.2% | +138.5% |
| All | +152.8% | +18.1% | +134.7% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling