+140.2%
RTX vs XYL
-20.5%
+160.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | +5.6% | -3.4% | +8.9% | +6.0% |
| 3M | -11.7% | -17.2% | +5.5% | -7.2% |
| 6M | +12.3% | -12.0% | +24.4% | +15.6% |
| YTD | +8.2% | -26.3% | +34.5% | +17.0% |
| 1Y | +12.6% | -33.5% | +46.1% | +25.6% |
| 3Y | +152.8% | +6.4% | +146.4% | +138.6% |
| 5Y | +140.2% | -20.9% | +161.1% | +165.9% |
| All | +140.2% | -20.5% | +160.7% | +165.9% |
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