+515.4%
RTX vs XYL
+394.7%
+120.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | +1.4% | -5.9% | +7.3% | +4.3% |
| 30D | +7.8% | -7.3% | +15.1% | +10.5% |
| 3M | -9.8% | -22.5% | +12.7% | +0.4% |
| 6M | +13.5% | -14.4% | +28.0% | +20.1% |
| YTD | +10.9% | -29.4% | +40.3% | +27.5% |
| 1Y | +14.0% | -35.6% | +49.6% | +36.9% |
| 3Y | +159.9% | +0.3% | +159.6% | +144.1% |
| 5Y | +151.7% | -22.3% | +174.0% | +161.4% |
| 10Y | +269.0% | +103.2% | +165.8% | +136.4% |
| All | +515.4% | +394.7% | +120.7% | +182.9% |
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 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