+513.9%
RTX vs XYL
+449.8%
+64.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.3% |
| 7D | -5.2% | -5.0% | -0.1% | -2.8% |
| 30D | -9.4% | -13.2% | +3.8% | -3.2% |
| 3M | +12.3% | -3.7% | +16.0% | +13.7% |
| 6M | -3.1% | -17.7% | +14.6% | +5.4% |
| YTD | +10.7% | -21.5% | +32.2% | +22.5% |
| 1Y | +28.4% | -24.5% | +52.9% | +44.7% |
| 3Y | +147.1% | +6.9% | +140.1% | +127.5% |
| 5Y | +167.2% | -18.1% | +185.3% | +174.5% |
| 10Y | +274.7% | +134.7% | +140.0% | +127.8% |
| All | +513.9% | +449.8% | +64.1% | +171.9% |
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